+3,214.7%
MAR vs CPB
-10.2%
+3,224.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.5% |
| 7D | +1.0% | -4.1% | +5.1% | +1.9% |
| 30D | +16.2% | +16.9% | -0.7% | +12.2% |
| 3M | +23.1% | -0.6% | +23.6% | +22.7% |
| 6M | +22.0% | +11.4% | +10.6% | +18.3% |
| YTD | +39.2% | -14.8% | +54.0% | +42.5% |
| 1Y | +48.3% | -24.8% | +73.0% | +55.9% |
| 3Y | +123.4% | -36.6% | +160.0% | +140.6% |
| 5Y | +185.4% | -33.3% | +218.7% | +198.9% |
| 10Y | +539.2% | -40.4% | +579.6% | +543.5% |
| All | +3,214.7% | -10.2% | +3,224.9% | +2,515.4% |
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