-13.5%
F vs CPB
-33.9%
+20.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -2.1% | -4.1% | +1.9% | -1.4% |
| 30D | +3.3% | +16.9% | -13.6% | +0.6% |
| 3M | -11.3% | -0.6% | -10.8% | -11.5% |
| 6M | +5.3% | +11.4% | -6.1% | +2.6% |
| YTD | -2.2% | -14.8% | +12.6% | +0.1% |
| 1Y | -3.5% | -24.8% | +21.2% | +1.4% |
| 3Y | +49.5% | -36.6% | +86.1% | +62.2% |
| 5Y | -13.5% | -33.3% | +19.8% | -16.7% |
| All | -13.5% | -33.9% | +20.4% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling