+927.6%
DD vs CPB
+325.7%
+601.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.7% | +1.3% |
| 7D | -3.5% | -8.6% | +5.1% | -1.2% |
| 30D | -10.3% | -7.2% | -3.1% | -8.6% |
| 3M | -7.5% | +0.9% | -8.4% | -8.3% |
| 6M | -8.0% | -11.8% | +3.8% | -5.8% |
| YTD | +10.5% | -19.4% | +29.9% | +15.7% |
| 1Y | +38.3% | -30.4% | +68.7% | +50.4% |
| 3Y | +42.5% | -40.2% | +82.6% | +59.0% |
| 5Y | +60.2% | -39.5% | +99.7% | +76.0% |
| 10Y | +68.9% | -47.4% | +116.2% | +84.3% |
| All | +927.6% | +325.7% | +601.9% | +480.0% |
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