+11.3%
O vs CPB
-18.4%
+29.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.9% | -2.9% | +2.0% |
| 7D | +5.8% | +13.0% | -7.1% | +3.7% |
| 30D | +10.7% | +20.5% | -9.9% | +7.3% |
| 3M | -4.5% | +2.2% | -6.7% | -5.4% |
| 6M | -4.1% | +15.4% | -19.5% | -6.3% |
| YTD | +9.8% | -12.3% | +22.1% | +10.0% |
| 1Y | +11.3% | -18.0% | +29.3% | +12.4% |
| All | +11.3% | -18.4% | +29.8% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling