+44.0%
EAT vs CPB
-32.6%
+76.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.8% |
| 7D | 0.0% | -8.6% | +8.6% | +0.6% |
| 30D | +1.9% | -7.2% | +9.1% | +2.5% |
| 3M | +68.7% | +0.9% | +67.8% | +68.5% |
| 6M | +66.9% | -11.8% | +78.7% | +67.2% |
| YTD | +60.4% | -19.4% | +79.8% | +60.9% |
| 1Y | +44.0% | -30.4% | +74.4% | +41.8% |
| All | +44.0% | -32.6% | +76.6% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling