-21.3%
IT vs CPB
-32.6%
+11.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -3.2% |
| 7D | -6.0% | -8.6% | +2.6% | -2.7% |
| 30D | 0.0% | -7.2% | +7.3% | +2.9% |
| 3M | +13.1% | +0.9% | +12.2% | +13.3% |
| 6M | +11.7% | -11.8% | +23.5% | +14.7% |
| YTD | -26.1% | -19.4% | -6.7% | -22.1% |
| 1Y | -21.3% | -30.4% | +9.1% | -13.7% |
| All | -21.3% | -32.6% | +11.4% | -13.7% |
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 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