+15.2%
D vs CPB
-31.3%
+46.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | +3.0% | +8.0% | -5.0% | +0.7% |
| 30D | +11.5% | +22.4% | -10.9% | +5.0% |
| 3M | +3.7% | +2.5% | +1.2% | +2.4% |
| 6M | +13.5% | +12.2% | +1.3% | +8.5% |
| YTD | +20.7% | -12.8% | +33.5% | +24.6% |
| 1Y | +18.2% | -19.2% | +37.4% | +25.1% |
| 3Y | +73.3% | -35.6% | +108.9% | +96.9% |
| All | +15.2% | -31.3% | +46.5% | +21.9% |
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