+2,762.0%
MSCI vs CPB
+16.9%
+2,745.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -0.7% | -5.8% | +5.1% | +0.9% |
| 30D | +16.2% | +16.5% | -0.3% | +11.5% |
| 3M | +16.1% | -1.1% | +17.2% | +16.0% |
| 6M | +12.9% | +11.5% | +1.5% | +8.8% |
| YTD | +14.8% | -15.7% | +30.6% | +18.7% |
| 1Y | +13.8% | -24.7% | +38.5% | +21.2% |
| 3Y | +31.2% | -37.3% | +68.5% | +44.4% |
| 5Y | +5.6% | -35.0% | +40.6% | +11.7% |
| 10Y | +806.4% | -41.0% | +847.5% | +846.4% |
| All | +2,762.0% | +16.9% | +2,745.0% | +1,894.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling