+132.2%
COP vs CPB
-33.2%
+165.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.4% |
| 7D | +4.4% | -1.6% | +6.0% | +4.5% |
| 30D | 0.0% | +19.2% | -19.3% | -1.4% |
| 3M | +15.0% | -0.9% | +16.0% | +15.0% |
| 6M | +22.0% | +15.2% | +6.8% | +20.2% |
| YTD | +55.3% | -13.1% | +68.4% | +57.4% |
| 1Y | +64.1% | -22.4% | +86.6% | +68.4% |
| 3Y | +34.1% | -35.3% | +69.4% | +38.5% |
| All | +132.2% | -33.2% | +165.4% | +126.1% |
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