+7,604.2%
CP vs CPB
+360.6%
+7,243.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +2.8% | +8.0% | -5.2% | +1.1% |
| 30D | +10.2% | +22.4% | -12.2% | +5.5% |
| 3M | +2.4% | +2.5% | -0.2% | +1.5% |
| 6M | +7.7% | +12.2% | -4.6% | +4.4% |
| YTD | +26.0% | -12.8% | +38.8% | +28.4% |
| 1Y | +34.6% | -19.2% | +53.8% | +39.4% |
| 3Y | +26.7% | -35.6% | +62.2% | +35.8% |
| 5Y | +24.9% | -31.4% | +56.3% | +30.8% |
| 10Y | +258.6% | -37.9% | +296.6% | +269.3% |
| All | +7,604.2% | +360.6% | +7,243.7% | +5,056.3% |
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