+6,045.6%
IT vs CPB
+196.1%
+5,849.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -3.8% |
| 7D | -6.0% | -8.6% | +2.6% | -4.2% |
| 30D | 0.0% | -7.2% | +7.3% | +1.6% |
| 3M | +13.1% | +0.9% | +12.2% | +13.0% |
| 6M | +11.7% | -11.8% | +23.5% | +14.8% |
| YTD | -26.1% | -19.4% | -6.7% | -22.6% |
| 1Y | -21.3% | -30.4% | +9.1% | -15.0% |
| 3Y | -46.7% | -40.2% | -6.6% | -41.5% |
| 5Y | -40.5% | -39.5% | -1.0% | -35.7% |
| 10Y | +103.9% | -47.4% | +151.3% | +118.6% |
| All | +6,045.6% | +196.1% | +5,849.5% | +4,471.9% |
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