+281.3%
P vs CPB
-39.5%
+320.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +0.2% |
| 7D | +6.5% | -8.6% | +15.1% | +3.5% |
| 30D | +18.8% | -7.2% | +26.1% | +16.2% |
| 3M | +26.7% | +0.9% | +25.9% | +28.3% |
| 6M | +62.2% | -11.8% | +74.0% | +58.5% |
| YTD | +48.5% | -19.4% | +67.9% | +42.3% |
| 1Y | +26.4% | -30.4% | +56.8% | +16.8% |
| 3Y | +159.4% | -40.2% | +199.6% | +131.1% |
| All | +281.3% | -39.5% | +320.8% | +241.0% |
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