+0.5%
ES vs CPB
-21.8%
+22.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +0.9% | +2.9% | -2.0% | +0.4% |
| 30D | +5.9% | +17.6% | -11.7% | +3.3% |
| 3M | -1.0% | +2.0% | -3.1% | -1.9% |
| 6M | +7.2% | +11.6% | -4.5% | +4.9% |
| YTD | +7.0% | -13.8% | +20.7% | +7.5% |
| 1Y | +0.5% | -21.6% | +22.0% | +0.4% |
| All | +0.5% | -21.8% | +22.3% | +0.4% |
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