+485.4%
P vs CPB
-39.7%
+525.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.0% |
| 7D | +6.5% | -8.6% | +15.1% | +5.5% |
| 30D | +18.8% | -7.2% | +26.1% | +17.9% |
| 3M | +26.7% | +0.9% | +25.9% | +27.2% |
| 6M | +62.2% | -11.8% | +74.0% | +61.2% |
| YTD | +48.5% | -19.4% | +67.9% | +46.9% |
| 1Y | +26.4% | -30.4% | +56.8% | +24.0% |
| 3Y | +159.4% | -40.2% | +199.6% | +151.4% |
| 5Y | +275.8% | -39.5% | +315.3% | +261.8% |
| 10Y | +732.0% | -47.4% | +779.4% | +699.7% |
| All | +485.4% | -39.7% | +525.1% | +440.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling