-7.5%
MSCI vs CPB
-39.5%
+32.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.1% |
| 7D | +0.4% | -8.6% | +9.0% | +1.0% |
| 30D | +0.6% | -7.2% | +7.8% | +1.0% |
| 3M | -7.1% | +0.9% | -8.0% | -7.2% |
| 6M | +0.8% | -11.8% | +12.6% | +1.3% |
| YTD | +1.0% | -19.4% | +20.4% | +1.8% |
| 1Y | +4.3% | -30.4% | +34.7% | +6.0% |
| 3Y | +9.9% | -40.2% | +50.1% | +13.4% |
| All | -7.5% | -39.5% | +32.0% | -2.5% |
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 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