+6.7%
GME vs CPB
-40.5%
+47.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.4% |
| 7D | +0.4% | -8.2% | +8.6% | +0.4% |
| 30D | -1.4% | -5.6% | +4.2% | -1.4% |
| 3M | -15.1% | +3.0% | -18.1% | -15.1% |
| 6M | -22.5% | -12.7% | -9.8% | -22.6% |
| YTD | -5.9% | -18.0% | +12.1% | -6.2% |
| 1Y | -18.6% | -31.7% | +13.1% | -19.6% |
| 3Y | +6.7% | -41.0% | +47.6% | +10.1% |
| All | +6.7% | -40.5% | +47.2% | +10.1% |
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