+73.3%
D vs CPB
-36.0%
+109.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | +3.0% | +8.0% | -5.0% | +0.9% |
| 30D | +11.5% | +22.4% | -10.9% | +5.9% |
| 3M | +3.7% | +2.5% | +1.2% | +2.5% |
| 6M | +13.5% | +12.2% | +1.3% | +9.0% |
| YTD | +20.7% | -12.8% | +33.5% | +24.3% |
| 1Y | +18.2% | -19.2% | +37.4% | +24.6% |
| 3Y | +73.3% | -35.6% | +108.9% | +99.4% |
| All | +73.3% | -36.0% | +109.3% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling