+50.9%
O vs CPB
-45.5%
+96.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | 0.0% |
| 7D | -3.5% | -5.4% | +1.9% | -2.5% |
| 30D | -3.3% | -7.8% | +4.5% | -1.8% |
| 3M | -2.8% | -6.9% | +4.1% | -1.7% |
| 6M | -5.8% | -12.2% | +6.4% | -3.7% |
| YTD | +9.4% | -21.1% | +30.5% | +14.0% |
| 1Y | +5.7% | -33.5% | +39.2% | +14.0% |
| 3Y | +27.2% | -43.2% | +70.4% | +40.9% |
| 5Y | +17.2% | -40.9% | +58.1% | +27.9% |
| All | +50.9% | -45.5% | +96.4% | +60.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling