+77.9%
DD vs CPB
-36.0%
+113.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +4.6% | +8.0% | -3.4% | +3.6% |
| 30D | +11.8% | +22.4% | -10.6% | +8.9% |
| 3M | +2.2% | +2.5% | -0.4% | +1.6% |
| 6M | -1.6% | +12.2% | -13.9% | -3.5% |
| YTD | +23.0% | -12.8% | +35.8% | +25.5% |
| 1Y | +26.9% | -19.2% | +46.1% | +31.3% |
| 3Y | +77.9% | -35.6% | +113.4% | +88.7% |
| All | +77.9% | -36.0% | +113.9% | +88.7% |
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 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