+32.6%
NET vs CPB
-32.4%
+65.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -1.3% |
| 7D | -16.4% | +13.0% | -29.3% | -14.1% |
| 30D | -25.8% | +20.5% | -46.4% | -22.7% |
| 3M | -11.5% | +2.2% | -13.7% | -10.5% |
| 6M | +18.9% | +15.4% | +3.5% | +23.4% |
| YTD | +35.2% | -12.3% | +47.5% | +32.1% |
| 1Y | +14.5% | -18.0% | +32.4% | +10.1% |
| 3Y | +313.8% | -35.7% | +349.5% | +282.1% |
| 5Y | +32.6% | -31.4% | +64.0% | +40.9% |
| All | +32.6% | -32.4% | +65.0% | +40.9% |
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