+21.1%
PL vs CPB
-31.3%
+52.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.7% | +10.1% |
| 7D | -6.8% | +8.0% | -14.8% | -5.2% |
| 30D | -29.3% | +22.4% | -51.7% | -26.3% |
| 3M | -44.8% | +2.5% | -47.3% | -44.0% |
| 6M | -68.4% | +12.2% | -80.6% | -67.2% |
| YTD | -36.4% | -12.8% | -23.5% | -36.5% |
| 1Y | +0.7% | -19.2% | +19.9% | -0.7% |
| 3Y | +455.3% | -35.6% | +490.9% | +430.8% |
| All | +21.1% | -31.3% | +52.5% | +33.9% |
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