+238.6%
P vs CPB
-31.3%
+270.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.0% |
| 7D | -23.8% | +8.0% | -31.8% | -21.1% |
| 30D | -36.6% | +22.4% | -59.0% | -30.6% |
| 3M | +10.9% | +2.5% | +8.3% | +14.7% |
| 6M | +30.0% | +12.2% | +17.8% | +39.7% |
| YTD | +44.4% | -12.8% | +57.2% | +45.1% |
| 1Y | +3.9% | -19.2% | +23.1% | +2.3% |
| 3Y | +176.6% | -35.6% | +212.1% | +157.1% |
| All | +238.6% | -31.3% | +270.0% | +241.1% |
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