+430.5%
M vs CPB
+230.0%
+200.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.2% |
| 7D | -4.3% | +8.0% | -12.3% | -6.3% |
| 30D | +1.3% | +22.4% | -21.1% | -4.4% |
| 3M | -7.4% | +2.5% | -9.9% | -8.3% |
| 6M | +18.3% | +12.2% | +6.1% | +13.8% |
| YTD | +7.6% | -12.8% | +20.4% | +10.4% |
| 1Y | +17.4% | -19.2% | +36.6% | +23.0% |
| 3Y | +108.4% | -35.6% | +143.9% | +130.1% |
| 5Y | -10.6% | -31.4% | +20.8% | -4.7% |
| 10Y | -3.2% | -37.9% | +34.8% | +1.1% |
| All | +430.5% | +230.0% | +200.5% | +212.6% |
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 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