+180.9%
P vs CPB
-36.1%
+216.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -1.5% |
| 7D | -13.3% | +2.9% | -16.2% | -11.8% |
| 30D | -34.0% | +17.6% | -51.6% | -27.6% |
| 3M | +4.1% | +2.0% | +2.0% | +8.0% |
| 6M | +30.5% | +11.6% | +18.8% | +42.0% |
| YTD | +52.2% | -13.8% | +65.9% | +51.5% |
| 1Y | +10.3% | -21.6% | +31.8% | +5.9% |
| 3Y | +180.9% | -35.8% | +216.7% | +155.2% |
| All | +180.9% | -36.1% | +216.9% | +155.2% |
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