+30.0%
P vs CPB
+11.5%
+18.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +2.4% |
| 7D | -23.8% | +8.0% | -31.8% | -18.1% |
| 30D | -36.6% | +22.4% | -59.0% | -24.0% |
| 3M | +10.9% | +2.5% | +8.3% | +18.7% |
| 6M | +30.0% | +12.2% | +17.8% | +48.5% |
| All | +30.0% | +11.5% | +18.5% | +48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling