+471.2%
M vs CPB
+222.4%
+248.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -3.3% | -4.1% | +0.8% | -2.2% |
| 30D | +8.1% | +16.9% | -8.8% | +3.3% |
| 3M | +2.2% | -0.6% | +2.8% | +2.0% |
| 6M | +35.1% | +11.4% | +23.7% | +30.2% |
| YTD | +15.8% | -14.8% | +30.7% | +19.7% |
| 1Y | +25.8% | -24.8% | +50.6% | +34.6% |
| 3Y | +156.2% | -36.6% | +192.8% | +184.2% |
| 5Y | -2.4% | -33.3% | +31.0% | +5.0% |
| 10Y | -7.1% | -40.4% | +33.3% | -1.8% |
| All | +471.2% | +222.4% | +248.8% | +238.7% |
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 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