+167.1%
P vs CPB
-35.1%
+202.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.7% | -17.1% | -16.0% |
| 7D | -31.9% | +11.6% | -43.5% | -27.6% |
| 30D | -36.5% | +23.3% | -59.8% | -28.6% |
| 3M | +11.6% | +1.6% | +9.9% | +16.0% |
| 6M | +25.2% | +13.9% | +11.3% | +37.8% |
| YTD | +39.4% | -11.7% | +51.1% | +40.6% |
| 1Y | -3.7% | -18.2% | +14.5% | -5.6% |
| All | +167.1% | -35.1% | +202.3% | +144.2% |
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 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