+87.0%
PR vs CPB
-18.4%
+105.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.9% | -12.5% | -6.1% |
| 7D | -12.1% | +13.0% | -25.1% | -11.6% |
| 30D | +0.9% | +20.5% | -19.6% | +1.6% |
| 3M | +10.1% | +2.2% | +7.9% | +11.0% |
| 6M | +1.1% | +15.4% | -14.3% | +1.2% |
| YTD | +63.7% | -12.3% | +76.0% | +71.6% |
| 1Y | +87.0% | -18.0% | +105.0% | +98.8% |
| All | +87.0% | -18.4% | +105.5% | +98.8% |
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