+415.3%
PR vs CPB
-39.5%
+454.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.5% |
| 7D | +2.9% | -8.6% | +11.5% | +3.1% |
| 30D | +18.0% | -7.2% | +25.3% | +18.2% |
| 3M | +16.9% | +0.9% | +16.0% | +16.7% |
| 6M | +28.2% | -11.8% | +40.0% | +28.7% |
| YTD | +69.3% | -19.4% | +88.7% | +70.7% |
| 1Y | +69.5% | -30.4% | +99.9% | +71.7% |
| 3Y | +81.7% | -40.2% | +121.8% | +81.8% |
| All | +415.3% | -39.5% | +454.7% | +384.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling