+48.7%
MAR vs CPB
-21.8%
+70.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.8% | +2.8% |
| 7D | +2.9% | +2.9% | 0.0% | +2.5% |
| 30D | +17.0% | +17.6% | -0.5% | +15.3% |
| 3M | +23.2% | +2.0% | +21.1% | +22.5% |
| 6M | +21.7% | +11.6% | +10.1% | +19.9% |
| YTD | +38.9% | -13.8% | +52.6% | +40.6% |
| 1Y | +48.7% | -21.6% | +70.2% | +54.3% |
| All | +48.7% | -21.8% | +70.5% | +54.3% |
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 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