+28.6%
P vs CPB
-22.0%
+50.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | +0.1% |
| 7D | +11.6% | -1.6% | +13.2% | +10.7% |
| 30D | -23.7% | +19.2% | -42.9% | -14.0% |
| 3M | -8.0% | -0.9% | -7.0% | -4.5% |
| 6M | +27.9% | +15.2% | +12.7% | +42.1% |
| YTD | +61.2% | -13.1% | +74.2% | +65.3% |
| 1Y | +28.6% | -22.4% | +51.0% | +23.5% |
| All | +28.6% | -22.0% | +50.6% | +23.5% |
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