+0.3%
ES vs CPB
-20.9%
+21.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -0.1% | +3.3% | -3.3% | -0.6% |
| 30D | +5.7% | +19.0% | -13.3% | +2.9% |
| 3M | -2.8% | +0.4% | -3.2% | -3.4% |
| 6M | +7.0% | +13.0% | -6.0% | +4.5% |
| YTD | +6.8% | -12.7% | +19.5% | +7.1% |
| All | +0.3% | -20.9% | +21.1% | +0.1% |
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