-22.3%
MOH vs CPB
-41.0%
+18.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.7% | -1.8% | +3.5% | +2.0% |
| 30D | -0.9% | -7.1% | +6.2% | +0.5% |
| 3M | +5.7% | -6.0% | +11.8% | +6.7% |
| 6M | +39.1% | -5.3% | +44.4% | +39.9% |
| YTD | +17.7% | -20.8% | +38.5% | +23.2% |
| 1Y | +8.4% | -33.8% | +42.2% | +19.4% |
| 3Y | -36.6% | -43.7% | +7.2% | -27.9% |
| All | -22.3% | -41.0% | +18.6% | -12.6% |
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