+47.0%
DD vs CPB
-40.7%
+87.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.7% | +0.8% |
| 7D | -3.5% | -8.6% | +5.1% | -2.5% |
| 30D | -10.3% | -7.2% | -3.1% | -9.5% |
| 3M | -7.5% | +0.9% | -8.4% | -7.8% |
| 6M | -8.0% | -11.8% | +3.8% | -6.5% |
| YTD | +10.5% | -19.4% | +29.9% | +13.7% |
| 1Y | +38.3% | -30.4% | +68.7% | +45.8% |
| All | +47.0% | -40.7% | +87.8% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling