+63.1%
DD vs CPB
-38.5%
+101.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -0.6% | -8.2% | +7.6% | +0.7% |
| 30D | -7.4% | -5.6% | -1.8% | -6.7% |
| 3M | -6.4% | +3.0% | -9.4% | -7.1% |
| 6M | -2.5% | -12.7% | +10.2% | -0.5% |
| YTD | +10.2% | -18.0% | +28.2% | +13.6% |
| 1Y | +36.9% | -31.7% | +68.7% | +46.0% |
| 3Y | +47.0% | -41.0% | +88.0% | +58.2% |
| 5Y | +63.1% | -38.4% | +101.5% | +63.8% |
| All | +63.1% | -38.5% | +101.7% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling