+161.8%
MS vs CPB
-35.1%
+197.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.7% | -5.9% |
| 7D | -3.4% | +11.6% | -15.0% | -2.9% |
| 30D | -3.9% | +23.3% | -27.2% | -2.9% |
| 3M | -15.9% | +1.6% | -17.6% | -15.7% |
| 6M | -2.5% | +13.9% | -16.4% | -1.9% |
| YTD | +5.1% | -11.7% | +16.8% | +5.5% |
| 1Y | +13.0% | -18.2% | +31.2% | +13.3% |
| All | +161.8% | -35.1% | +197.0% | +165.0% |
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