+2,340.5%
EXC vs CPB
+325.7%
+2,014.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.1% |
| 7D | +0.3% | -8.6% | +8.9% | +2.7% |
| 30D | -3.7% | -7.2% | +3.5% | -1.9% |
| 3M | -1.3% | +0.9% | -2.2% | -2.0% |
| 6M | -9.7% | -11.8% | +2.1% | -7.3% |
| YTD | +2.9% | -19.4% | +22.3% | +8.0% |
| 1Y | +4.4% | -30.4% | +34.8% | +13.8% |
| 3Y | +22.2% | -40.2% | +62.4% | +37.6% |
| 5Y | +46.7% | -39.5% | +86.2% | +63.1% |
| 10Y | +155.3% | -47.4% | +202.7% | +185.3% |
| All | +2,340.5% | +325.7% | +2,014.8% | +1,400.4% |
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