+223.9%
PR vs CPB
-31.1%
+255.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.8% |
| 7D | -16.5% | +11.6% | -28.1% | -16.3% |
| 30D | -4.5% | +23.3% | -27.8% | -4.2% |
| 3M | +8.5% | +1.6% | +6.9% | +8.8% |
| 6M | -3.3% | +13.9% | -17.3% | -3.1% |
| YTD | +55.7% | -11.7% | +67.4% | +56.7% |
| 1Y | +82.0% | -18.2% | +100.3% | +83.3% |
| 3Y | +62.5% | -35.2% | +97.6% | +62.0% |
| 5Y | +223.9% | -30.5% | +254.5% | +201.5% |
| All | +223.9% | -31.1% | +255.0% | +201.5% |
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