+259.7%
P vs CPB
-33.2%
+292.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -1.3% |
| 7D | -13.3% | +2.9% | -16.2% | -12.1% |
| 30D | -34.0% | +17.6% | -51.6% | -28.9% |
| 3M | +4.1% | +2.0% | +2.0% | +7.3% |
| 6M | +30.5% | +11.6% | +18.8% | +39.7% |
| YTD | +52.2% | -13.8% | +65.9% | +52.1% |
| 1Y | +10.3% | -21.6% | +31.8% | +7.4% |
| 3Y | +180.9% | -35.8% | +216.7% | +160.0% |
| 5Y | +259.7% | -33.3% | +293.0% | +259.8% |
| All | +259.7% | -33.2% | +292.9% | +259.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling