-44.8%
COMP vs CPB
-47.3%
+2.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.6% |
| 7D | +1.4% | -8.6% | +10.0% | +1.5% |
| 30D | -13.3% | -7.2% | -6.1% | -13.3% |
| 3M | +41.1% | +0.9% | +40.2% | +41.0% |
| 6M | +17.2% | -11.8% | +29.0% | +16.8% |
| YTD | +5.2% | -19.4% | +24.6% | +4.7% |
| 1Y | +18.9% | -30.4% | +49.3% | +18.0% |
| 3Y | +215.9% | -40.2% | +256.1% | +214.0% |
| 5Y | -31.2% | -39.5% | +8.3% | -29.8% |
| All | -44.8% | -47.3% | +2.5% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling