+0.7%
PL vs CPB
-19.1%
+19.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.7% | +10.0% |
| 7D | -6.8% | +8.0% | -14.8% | -4.5% |
| 30D | -29.3% | +22.4% | -51.7% | -25.2% |
| 3M | -44.8% | +2.5% | -47.3% | -43.3% |
| 6M | -68.4% | +12.2% | -80.6% | -66.4% |
| YTD | -36.4% | -12.8% | -23.5% | -35.4% |
| 1Y | +0.7% | -19.2% | +19.9% | -0.4% |
| All | +0.7% | -19.1% | +19.8% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling