+83.0%
PL vs CPB
-46.2%
+129.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.8% |
| 7D | -9.3% | -8.6% | -0.7% | -10.6% |
| 30D | -18.9% | -7.2% | -11.7% | -19.9% |
| 3M | -58.4% | +0.9% | -59.3% | -58.0% |
| 6M | -30.3% | -11.8% | -18.5% | -31.1% |
| YTD | -8.1% | -19.4% | +11.3% | -10.2% |
| 1Y | +180.5% | -30.4% | +210.9% | +169.2% |
| 3Y | +444.1% | -40.2% | +484.3% | +412.7% |
| 5Y | +83.0% | -39.5% | +122.5% | +83.5% |
| All | +83.0% | -46.2% | +129.2% | +83.4% |
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 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