+17.5%
P vs CPB
-18.4%
+36.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.9% | -10.9% | -1.2% |
| 7D | -19.4% | +13.0% | -32.3% | -12.4% |
| 30D | -22.3% | +20.5% | -42.8% | -11.6% |
| 3M | +33.2% | +2.2% | +31.0% | +40.2% |
| 6M | +53.6% | +15.4% | +38.3% | +71.9% |
| YTD | +66.8% | -12.3% | +79.1% | +69.7% |
| 1Y | +17.5% | -18.0% | +35.5% | +15.2% |
| All | +17.5% | -18.4% | +36.0% | +15.2% |
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