+156.4%
MAR vs CPB
-38.5%
+194.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.4% |
| 7D | -1.7% | -8.2% | +6.5% | -1.0% |
| 30D | -6.9% | -5.6% | -1.3% | -6.5% |
| 3M | -15.8% | +3.0% | -18.8% | -16.2% |
| 6M | +1.9% | -12.7% | +14.7% | +2.9% |
| YTD | +6.6% | -18.0% | +24.6% | +8.1% |
| 1Y | +23.7% | -31.7% | +55.4% | +27.3% |
| 3Y | +64.6% | -41.0% | +105.5% | +70.0% |
| 5Y | +156.4% | -38.4% | +194.7% | +163.7% |
| All | +156.4% | -38.5% | +194.9% | +163.7% |
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 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