+119.9%
NDAQ vs CPB
-36.0%
+155.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +0.8% | +8.0% | -7.1% | +0.1% |
| 30D | +16.5% | +22.4% | -5.9% | +14.5% |
| 3M | +13.5% | +2.5% | +11.0% | +12.6% |
| 6M | +20.9% | +12.2% | +8.7% | +19.3% |
| YTD | +11.4% | -12.8% | +24.2% | +11.1% |
| 1Y | +25.9% | -19.2% | +45.1% | +26.0% |
| 3Y | +119.9% | -35.6% | +155.4% | +126.5% |
| All | +119.9% | -36.0% | +155.8% | +126.5% |
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 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