+456.0%
M vs CPB
+234.3%
+221.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.1% |
| 7D | -2.1% | +11.6% | -13.7% | -5.2% |
| 30D | +7.7% | +23.3% | -15.6% | +1.4% |
| 3M | -4.4% | +1.6% | -6.0% | -5.1% |
| 6M | +27.5% | +13.9% | +13.6% | +22.0% |
| YTD | +12.8% | -11.7% | +24.4% | +15.3% |
| 1Y | +20.7% | -18.2% | +39.0% | +26.0% |
| 3Y | +111.3% | -35.2% | +146.5% | +132.9% |
| 5Y | -6.3% | -30.5% | +24.2% | -0.5% |
| 10Y | +1.5% | -37.1% | +38.6% | +5.5% |
| All | +456.0% | +234.3% | +221.7% | +226.3% |
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 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