+2,327.9%
NDAQ vs CPB
+62.9%
+2,265.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.8% |
| 7D | -2.4% | -8.6% | +6.1% | +0.2% |
| 30D | +2.5% | -7.2% | +9.7% | +4.6% |
| 3M | +9.9% | +0.9% | +9.0% | +8.9% |
| 6M | +9.4% | -11.8% | +21.2% | +12.9% |
| YTD | +0.4% | -19.4% | +19.8% | +6.2% |
| 1Y | +4.0% | -30.4% | +34.4% | +14.9% |
| 3Y | +94.4% | -40.2% | +134.5% | +120.5% |
| 5Y | +56.7% | -39.5% | +96.2% | +72.1% |
| 10Y | +375.3% | -47.4% | +422.7% | +426.8% |
| All | +2,327.9% | +62.9% | +2,265.0% | +1,607.7% |
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