-4.9%
EQT vs CPB
-18.4%
+13.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.9% | -9.1% | -2.7% |
| 7D | -6.6% | +13.0% | -19.5% | -5.7% |
| 30D | +2.7% | +20.5% | -17.8% | +4.2% |
| 3M | -0.2% | +2.2% | -2.4% | +0.2% |
| 6M | -10.6% | +15.4% | -26.0% | -9.5% |
| YTD | -1.2% | -12.3% | +11.2% | +0.1% |
| 1Y | -4.9% | -18.0% | +13.1% | -2.1% |
| All | -4.9% | -18.4% | +13.6% | -2.1% |
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