+17.6%
PM vs CPB
-31.9%
+49.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.9% |
| 7D | -1.3% | -8.2% | +6.9% | +0.3% |
| 30D | -2.6% | -5.6% | +3.0% | -1.6% |
| 3M | +5.8% | +3.0% | +2.8% | +5.0% |
| 6M | +10.6% | -12.7% | +23.3% | +12.5% |
| YTD | +17.2% | -18.0% | +35.1% | +20.2% |
| 1Y | +17.6% | -31.7% | +49.4% | +21.0% |
| All | +17.6% | -31.9% | +49.5% | +21.0% |
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 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