+1,044.2%
DD vs CPB
+360.6%
+683.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | +4.6% | +8.0% | -3.4% | +2.4% |
| 30D | +11.8% | +22.4% | -10.6% | +5.6% |
| 3M | +2.2% | +2.5% | -0.4% | +0.9% |
| 6M | -1.6% | +12.2% | -13.9% | -5.8% |
| YTD | +23.0% | -12.8% | +35.8% | +25.6% |
| 1Y | +26.9% | -19.2% | +46.1% | +32.3% |
| 3Y | +77.9% | -35.6% | +113.4% | +94.2% |
| 5Y | +59.9% | -31.4% | +91.3% | +68.9% |
| 10Y | +90.1% | -37.9% | +128.0% | +96.8% |
| All | +1,044.2% | +360.6% | +683.6% | +529.6% |
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