+2,271.9%
D vs CPB
+325.7%
+1,946.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.5% |
| 7D | +0.4% | -8.6% | +9.0% | +2.9% |
| 30D | -3.6% | -7.2% | +3.7% | -1.7% |
| 3M | -1.0% | +0.9% | -1.9% | -1.8% |
| 6M | +6.3% | -11.8% | +18.1% | +9.1% |
| YTD | +14.7% | -19.4% | +34.1% | +20.4% |
| 1Y | +16.9% | -30.4% | +47.3% | +27.5% |
| 3Y | +56.8% | -40.2% | +96.9% | +77.2% |
| 5Y | +5.2% | -39.5% | +44.7% | +17.7% |
| 10Y | +35.9% | -47.4% | +83.2% | +53.5% |
| All | +2,271.9% | +325.7% | +1,946.2% | +1,533.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling