+27.6%
IR vs CPB
-36.0%
+63.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +3.7% | +8.0% | -4.3% | +3.2% |
| 30D | +7.4% | +22.4% | -14.9% | +6.2% |
| 3M | -5.9% | +2.5% | -8.5% | -5.9% |
| 6M | +5.6% | +12.2% | -6.6% | +4.8% |
| YTD | +4.8% | -12.8% | +17.6% | +6.1% |
| 1Y | +6.9% | -19.2% | +26.1% | +9.0% |
| 3Y | +27.6% | -35.6% | +63.1% | +30.7% |
| All | +27.6% | -36.0% | +63.5% | +30.7% |
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 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