+11.1%
PL vs CPB
-31.1%
+42.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.7% | -10.8% | -10.0% |
| 7D | -20.5% | +11.6% | -32.1% | -18.7% |
| 30D | -38.8% | +23.3% | -62.1% | -36.1% |
| 3M | -49.1% | +1.6% | -50.8% | -48.5% |
| 6M | -69.4% | +13.9% | -83.3% | -68.2% |
| YTD | -42.3% | -11.7% | -30.7% | -42.4% |
| 1Y | -14.2% | -18.2% | +4.0% | -15.2% |
| 3Y | +398.7% | -35.2% | +433.9% | +377.7% |
| 5Y | +11.1% | -30.5% | +41.7% | +23.0% |
| All | +11.1% | -31.1% | +42.3% | +23.0% |
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