+53.5%
F vs CPB
-35.0%
+88.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -0.6% | +3.3% | -3.9% | -1.2% |
| 30D | +2.9% | +19.0% | -16.1% | 0.0% |
| 3M | -9.5% | +0.4% | -9.9% | -9.7% |
| 6M | +4.0% | +13.0% | -9.0% | +1.1% |
| YTD | -1.3% | -12.7% | +11.5% | +0.9% |
| 1Y | -1.9% | -20.9% | +18.9% | +2.5% |
| 3Y | +53.5% | -35.4% | +88.9% | +71.5% |
| All | +53.5% | -35.0% | +88.5% | +71.5% |
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