+2,351.9%
D vs CPB
+349.9%
+2,002.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.1% |
| 7D | -2.4% | -4.1% | +1.7% | -1.3% |
| 30D | +9.0% | +16.9% | -7.9% | +4.3% |
| 3M | +1.0% | -0.6% | +1.5% | +0.7% |
| 6M | +11.0% | +11.4% | -0.4% | +6.9% |
| YTD | +19.8% | -14.8% | +34.6% | +23.6% |
| 1Y | +16.0% | -24.8% | +40.7% | +23.8% |
| 3Y | +74.4% | -36.6% | +111.0% | +93.6% |
| 5Y | +13.5% | -33.3% | +46.9% | +23.5% |
| 10Y | +48.4% | -40.4% | +88.7% | +61.7% |
| All | +2,351.9% | +349.9% | +2,002.0% | +1,559.9% |
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 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