+31.4%
O vs CPB
-40.7%
+72.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | 0.0% |
| 7D | -0.7% | -8.6% | +7.8% | +1.2% |
| 30D | -1.9% | -7.2% | +5.4% | -0.4% |
| 3M | +3.8% | +0.9% | +3.0% | +3.3% |
| 6M | -4.7% | -11.8% | +7.1% | -2.4% |
| YTD | +12.5% | -19.4% | +31.9% | +17.5% |
| 1Y | +10.8% | -30.4% | +41.2% | +20.2% |
| All | +31.4% | -40.7% | +72.1% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling