+12.0%
MSCI vs CPB
-18.1%
+30.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | +2.8% | +8.0% | -5.2% | +1.8% |
| 30D | +15.4% | +22.4% | -7.0% | +12.8% |
| 3M | +13.4% | +3.8% | +9.6% | +12.2% |
| 6M | +10.9% | +13.7% | -2.7% | +8.7% |
| YTD | +13.0% | -11.7% | +24.7% | +11.1% |
| 1Y | +12.0% | -18.1% | +30.2% | +11.5% |
| All | +12.0% | -18.1% | +30.1% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling