-35.3%
CPB vs IONS
-36.9%
+1.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.4% | -3.3% | +2.8% |
| 7D | -1.6% | -26.3% | +24.7% | -0.2% |
| 30D | +19.2% | -31.9% | +51.1% | +21.4% |
| 3M | -1.0% | -48.0% | +47.0% | +2.4% |
| 6M | +15.2% | -62.6% | +77.8% | +21.2% |
| YTD | -13.1% | -63.3% | +50.2% | -8.6% |
| 1Y | -22.4% | -58.4% | +35.9% | -19.0% |
| 3Y | -35.3% | -38.2% | +2.9% | -34.7% |
| All | -35.3% | -36.9% | +1.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 3y: compounded portfolio wealth divided by compounded IONS 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…
3y analysis · Full analysis span regression · 6 months rolling