+1,235.9%
ES vs CPB
+360.6%
+875.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.6% |
| 7D | +1.9% | +8.0% | -6.1% | -0.1% |
| 30D | +7.1% | +22.4% | -15.3% | +1.7% |
| 3M | -1.9% | +2.5% | -4.5% | -2.9% |
| 6M | +4.4% | +12.2% | -7.9% | +0.7% |
| YTD | +7.3% | -12.8% | +20.1% | +9.8% |
| 1Y | +2.1% | -19.2% | +21.3% | +6.4% |
| 3Y | +41.8% | -35.6% | +77.4% | +55.1% |
| 5Y | +1.4% | -31.4% | +32.9% | +8.8% |
| 10Y | +86.8% | -37.9% | +124.7% | +99.9% |
| All | +1,235.9% | +360.6% | +875.4% | +864.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling