-40.2%
IT vs CPB
-39.5%
-0.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -4.0% |
| 7D | -6.0% | -8.6% | +2.6% | -4.6% |
| 30D | 0.0% | -7.2% | +7.3% | +1.3% |
| 3M | +13.1% | +0.9% | +12.2% | +13.3% |
| 6M | +11.7% | -11.8% | +23.5% | +13.2% |
| YTD | -26.1% | -19.4% | -6.7% | -24.4% |
| 1Y | -21.3% | -30.4% | +9.1% | -18.6% |
| 3Y | -46.7% | -40.2% | -6.6% | -44.7% |
| All | -40.2% | -39.5% | -0.7% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling