+42.1%
EAT vs CPB
-31.9%
+73.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.1% | -3.5% |
| 7D | -4.9% | -8.2% | +3.3% | -4.3% |
| 30D | -1.2% | -5.6% | +4.4% | -0.7% |
| 3M | +52.2% | +3.0% | +49.3% | +51.8% |
| 6M | +65.0% | -12.7% | +77.8% | +65.6% |
| YTD | +55.0% | -18.0% | +73.0% | +55.6% |
| 1Y | +42.1% | -31.7% | +73.8% | +38.0% |
| All | +42.1% | -31.9% | +73.9% | +38.0% |
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 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