+90.9%
EAT vs CPB
-20.9%
+111.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -3.9% | +3.3% | -7.2% | -4.3% |
| 30D | +5.0% | +19.0% | -14.0% | +3.3% |
| 3M | -9.6% | +0.4% | -10.1% | -9.9% |
| 6M | +46.8% | +13.0% | +33.8% | +45.2% |
| YTD | +41.8% | -12.7% | +54.5% | +42.3% |
| All | +90.9% | -20.9% | +111.8% | +91.3% |
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