-37.8%
MOH vs CPB
-43.2%
+5.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.3% | +7.5% | +3.9% |
| 7D | -1.3% | -5.4% | +4.1% | -0.4% |
| 30D | +3.0% | -7.8% | +10.8% | +4.3% |
| 3M | +1.2% | -6.9% | +8.1% | +2.2% |
| 6M | +41.7% | -12.2% | +53.9% | +44.6% |
| YTD | +15.4% | -21.1% | +36.5% | +20.1% |
| 1Y | +11.8% | -33.5% | +45.3% | +22.1% |
| All | -37.8% | -43.2% | +5.4% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling