-35.6%
CPB vs IONS
-16.4%
-19.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | +8.0% | -9.4% | +17.4% | +8.5% |
| 30D | +22.4% | -10.7% | +33.1% | +23.1% |
| 3M | +2.5% | -27.7% | +30.2% | +4.3% |
| 6M | +12.2% | -48.7% | +60.9% | +16.3% |
| YTD | -12.8% | -50.2% | +37.4% | -9.6% |
| 1Y | -19.2% | -46.8% | +27.6% | -16.5% |
| 3Y | -35.6% | -14.8% | -20.7% | -36.0% |
| All | -35.6% | -16.4% | -19.2% | -36.0% |
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