-30.3%
PL vs CPB
-14.9%
-15.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.6% |
| 7D | -9.3% | -8.6% | -0.7% | -10.1% |
| 30D | -18.9% | -7.2% | -11.7% | -19.3% |
| 3M | -58.4% | +0.9% | -59.3% | -57.3% |
| 6M | -30.3% | -11.8% | -18.5% | -26.6% |
| All | -30.3% | -14.9% | -15.4% | -26.6% |
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