+11.2%
P vs CPB
-20.9%
+32.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +5.5% |
| 7D | -9.6% | +3.3% | -12.9% | -7.4% |
| 30D | -33.4% | +19.0% | -52.4% | -24.9% |
| 3M | +14.2% | +0.4% | +13.8% | +19.0% |
| 6M | +31.6% | +13.0% | +18.6% | +45.7% |
| YTD | +53.5% | -12.7% | +66.2% | +55.7% |
| All | +11.2% | -20.9% | +32.1% | +5.8% |
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