+46.1%
ES vs CPB
-35.1%
+81.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +1.9% |
| 7D | +5.9% | +11.6% | -5.7% | +3.0% |
| 30D | +10.2% | +23.3% | -13.1% | +4.6% |
| 3M | +0.4% | +1.6% | -1.2% | -0.5% |
| 6M | +6.9% | +13.9% | -7.1% | +2.5% |
| YTD | +10.5% | -11.7% | +22.2% | +13.4% |
| 1Y | +3.2% | -18.2% | +21.4% | +8.2% |
| All | +46.1% | -35.1% | +81.2% | +68.8% |
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