+7.8%
D vs CPB
-39.5%
+47.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.6% |
| 7D | +1.5% | -8.6% | +10.1% | +4.0% |
| 30D | -2.6% | -7.2% | +4.7% | -0.7% |
| 3M | 0.0% | +0.9% | -0.9% | -1.1% |
| 6M | +7.4% | -11.8% | +19.2% | +10.6% |
| YTD | +15.9% | -19.4% | +35.3% | +22.6% |
| 1Y | +18.1% | -30.4% | +48.5% | +31.2% |
| 3Y | +58.4% | -40.2% | +98.5% | +84.1% |
| All | +7.8% | -39.5% | +47.2% | +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