+34.3%
CP vs CPB
-39.5%
+73.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.8% |
| 7D | -2.7% | -8.6% | +5.9% | -1.6% |
| 30D | +0.2% | -7.2% | +7.4% | +1.1% |
| 3M | +2.6% | +0.9% | +1.7% | +2.1% |
| 6M | +6.0% | -11.8% | +17.8% | +7.5% |
| YTD | +24.9% | -19.4% | +44.3% | +28.4% |
| 1Y | +20.1% | -30.4% | +50.5% | +26.0% |
| 3Y | +16.4% | -40.2% | +56.5% | +22.7% |
| All | +34.3% | -39.5% | +73.8% | +39.8% |
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 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