+291.3%
IR vs CPB
-48.2%
+339.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.5% |
| 7D | -2.8% | -8.6% | +5.8% | -2.3% |
| 30D | -15.1% | -7.2% | -7.9% | -14.8% |
| 3M | +6.1% | +0.9% | +5.2% | +5.9% |
| 6M | -16.8% | -11.8% | -5.0% | -16.3% |
| YTD | -3.5% | -19.4% | +15.9% | -2.4% |
| 1Y | -3.5% | -30.4% | +26.9% | -1.4% |
| 3Y | +9.5% | -40.2% | +49.6% | +12.1% |
| 5Y | +45.1% | -39.5% | +84.6% | +48.5% |
| All | +291.3% | -48.2% | +339.5% | +304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling