+2,593.6%
NDAQ vs CPB
+78.5%
+2,515.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +0.8% | +8.0% | -7.1% | -1.6% |
| 30D | +16.5% | +22.4% | -5.9% | +9.2% |
| 3M | +13.5% | +3.8% | +9.7% | +11.5% |
| 6M | +20.9% | +13.7% | +7.3% | +14.9% |
| YTD | +11.4% | -11.7% | +23.1% | +14.1% |
| 1Y | +25.9% | -18.1% | +44.1% | +32.0% |
| 3Y | +119.9% | -34.7% | +154.6% | +142.4% |
| 5Y | +61.7% | -30.6% | +92.3% | +69.1% |
| 10Y | +481.6% | -37.1% | +518.7% | +497.5% |
| All | +2,593.6% | +78.5% | +2,515.1% | +1,735.0% |
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