-8.8%
IT vs CPB
-18.4%
+9.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.5% | -1.3% |
| 7D | -5.5% | +13.0% | -18.4% | -10.7% |
| 30D | +10.3% | +20.5% | -10.2% | +1.3% |
| 3M | +11.5% | +2.2% | +9.3% | +9.2% |
| 6M | +40.3% | +15.4% | +24.9% | +32.4% |
| YTD | -17.9% | -12.3% | -5.5% | -17.0% |
| 1Y | -8.8% | -18.0% | +9.2% | -6.2% |
| All | -8.8% | -18.4% | +9.6% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling