-10.3%
M vs CPB
-31.3%
+21.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.3% |
| 7D | -4.3% | +8.0% | -12.3% | -5.8% |
| 30D | +1.3% | +22.4% | -21.1% | -2.9% |
| 3M | -7.4% | +2.5% | -9.9% | -8.2% |
| 6M | +18.3% | +12.2% | +6.1% | +15.1% |
| YTD | +7.6% | -12.8% | +20.4% | +9.6% |
| 1Y | +17.4% | -19.2% | +36.6% | +21.5% |
| 3Y | +108.4% | -35.6% | +143.9% | +122.0% |
| All | -10.3% | -31.3% | +21.1% | +15.3% |
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