+2,408.8%
D vs CPB
+366.5%
+2,042.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +6.9% | +11.6% | -4.6% | +3.7% |
| 30D | +12.3% | +23.3% | -11.0% | +5.9% |
| 3M | +3.0% | +1.6% | +1.4% | +2.1% |
| 6M | +12.8% | +13.9% | -1.2% | +7.9% |
| YTD | +22.6% | -11.7% | +34.2% | +25.2% |
| 1Y | +21.7% | -18.2% | +39.9% | +26.8% |
| 3Y | +83.9% | -35.2% | +119.1% | +102.9% |
| 5Y | +14.0% | -30.5% | +44.5% | +22.5% |
| 10Y | +45.6% | -37.1% | +82.7% | +56.4% |
| All | +2,408.8% | +366.5% | +2,042.3% | +1,581.2% |
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