+53.9%
F vs CPB
-39.5%
+93.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.8% | +2.1% |
| 7D | +5.3% | -8.6% | +13.9% | +7.0% |
| 30D | +4.6% | -7.2% | +11.8% | +5.9% |
| 3M | -3.7% | +0.9% | -4.5% | -4.3% |
| 6M | +16.8% | -11.8% | +28.6% | +19.1% |
| YTD | +15.3% | -19.4% | +34.7% | +19.6% |
| 1Y | +31.0% | -30.4% | +61.4% | +40.1% |
| 3Y | +45.4% | -40.2% | +85.6% | +60.1% |
| All | +53.9% | -39.5% | +93.4% | +55.0% |
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