+17.2%
COMP vs CPB
-14.9%
+32.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.2% |
| 7D | +1.4% | -8.6% | +10.0% | +3.0% |
| 30D | -13.3% | -7.2% | -6.1% | -12.4% |
| 3M | +41.1% | +0.9% | +40.2% | +38.5% |
| 6M | +17.2% | -11.8% | +29.0% | +13.0% |
| All | +17.2% | -14.9% | +32.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling