+37.2%
M vs CPB
-18.4%
+55.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.9% | +1.7% | +6.5% |
| 7D | +8.3% | +13.0% | -4.7% | +6.0% |
| 30D | +14.2% | +20.5% | -6.3% | +10.7% |
| 3M | -1.1% | +2.2% | -3.3% | -2.4% |
| 6M | +36.6% | +15.4% | +21.2% | +34.2% |
| YTD | +19.8% | -12.3% | +32.1% | +18.0% |
| 1Y | +37.2% | -18.0% | +55.2% | +36.7% |
| All | +37.2% | -18.4% | +55.6% | +36.7% |
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