+11,556.1%
EAT vs CPB
+325.7%
+11,230.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.2% |
| 7D | 0.0% | -8.6% | +8.6% | +1.5% |
| 30D | +1.9% | -7.2% | +9.1% | +3.1% |
| 3M | +68.7% | +0.9% | +67.8% | +67.9% |
| 6M | +66.9% | -11.8% | +78.7% | +69.7% |
| YTD | +60.4% | -19.4% | +79.8% | +65.5% |
| 1Y | +44.0% | -30.4% | +74.4% | +52.1% |
| 3Y | +604.7% | -40.2% | +644.8% | +655.2% |
| 5Y | +347.0% | -39.5% | +386.5% | +373.7% |
| 10Y | +390.8% | -47.4% | +438.1% | +410.0% |
| All | +11,556.1% | +325.7% | +11,230.4% | +6,760.2% |
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