+13.5%
D vs CPB
-33.9%
+47.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.1% |
| 7D | -2.4% | -4.1% | +1.7% | -1.2% |
| 30D | +9.0% | +16.9% | -7.9% | +4.1% |
| 3M | +1.0% | -0.6% | +1.5% | +0.6% |
| 6M | +11.0% | +11.4% | -0.4% | +6.3% |
| YTD | +19.8% | -14.8% | +34.6% | +24.5% |
| 1Y | +16.0% | -24.8% | +40.7% | +25.8% |
| 3Y | +74.4% | -36.6% | +111.0% | +99.0% |
| 5Y | +13.5% | -33.3% | +46.9% | +21.7% |
| All | +13.5% | -33.9% | +47.4% | +21.7% |
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