+110.8%
EAT vs CPB
-18.4%
+129.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.9% | +0.4% | +5.6% |
| 7D | -0.1% | +13.0% | -13.1% | -1.3% |
| 30D | +13.5% | +20.5% | -7.0% | +11.6% |
| 3M | +1.0% | +2.2% | -1.2% | +0.5% |
| 6M | +57.3% | +15.4% | +41.9% | +55.4% |
| YTD | +53.6% | -12.3% | +65.9% | +53.6% |
| 1Y | +110.8% | -18.0% | +128.8% | +110.9% |
| All | +110.8% | -18.4% | +129.2% | +110.9% |
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