+38.8%
M vs CPB
-32.6%
+71.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +2.9% |
| 7D | +4.7% | -8.6% | +13.3% | +5.7% |
| 30D | -9.6% | -7.2% | -2.4% | -9.0% |
| 3M | +0.9% | +0.9% | 0.0% | +1.0% |
| 6M | +22.3% | -11.8% | +34.1% | +23.4% |
| YTD | +6.5% | -19.4% | +25.9% | +7.6% |
| 1Y | +38.8% | -30.4% | +69.1% | +43.6% |
| All | +38.8% | -32.6% | +71.4% | +43.6% |
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