+4,492.0%
COP vs CPB
+325.7%
+4,166.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.4% |
| 7D | +3.0% | -8.6% | +11.6% | +4.8% |
| 30D | +17.5% | -7.2% | +24.7% | +19.1% |
| 3M | +13.4% | +0.9% | +12.5% | +12.6% |
| 6M | +17.7% | -11.8% | +29.5% | +19.8% |
| YTD | +46.6% | -19.4% | +66.0% | +51.9% |
| 1Y | +44.6% | -30.4% | +75.0% | +54.1% |
| 3Y | +20.7% | -40.2% | +60.8% | +31.0% |
| 5Y | +185.0% | -39.5% | +224.6% | +205.3% |
| 10Y | +347.0% | -47.4% | +394.4% | +377.1% |
| All | +4,492.0% | +325.7% | +4,166.2% | +3,100.8% |
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