+69.9%
PR vs CPB
-35.1%
+105.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.8% |
| 7D | -16.5% | +11.6% | -28.1% | -15.9% |
| 30D | -4.5% | +23.3% | -27.8% | -3.4% |
| 3M | +8.5% | +1.6% | +6.9% | +9.1% |
| 6M | -3.3% | +13.9% | -17.3% | -2.4% |
| YTD | +55.7% | -11.7% | +67.4% | +56.5% |
| 1Y | +82.0% | -18.2% | +100.3% | +82.3% |
| All | +69.9% | -35.1% | +105.0% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling