+113.0%
COP vs CPB
-31.3%
+144.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -11.5% | +8.0% | -19.5% | -12.0% |
| 30D | +5.0% | +22.4% | -17.4% | +3.3% |
| 3M | +17.5% | +2.5% | +15.0% | +17.2% |
| 6M | +16.2% | +12.2% | +4.0% | +14.8% |
| YTD | +48.8% | -12.8% | +61.6% | +50.8% |
| 1Y | +64.1% | -19.2% | +83.3% | +67.7% |
| 3Y | +25.7% | -35.6% | +61.2% | +30.0% |
| All | +113.0% | -31.3% | +144.4% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling