+33.6%
EQT vs CPB
-43.0%
+76.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -2.0% | -1.8% | -0.2% | -2.1% |
| 30D | 0.0% | -7.1% | +7.1% | -0.6% |
| 3M | +5.9% | -6.0% | +12.0% | +5.6% |
| 6M | -14.8% | -5.3% | -9.5% | -15.1% |
| YTD | +1.8% | -20.8% | +22.6% | -0.1% |
| 1Y | +7.4% | -33.8% | +41.2% | +3.6% |
| 3Y | +33.6% | -43.7% | +77.4% | +29.1% |
| All | +33.6% | -43.0% | +76.6% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling