+38.1%
Q vs CPB
-22.0%
+60.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.7% | -2.1% |
| 7D | +1.2% | -1.6% | +2.7% | +0.6% |
| 30D | -2.7% | +19.2% | -21.9% | +5.8% |
| 3M | -16.9% | -0.9% | -16.0% | -15.5% |
| 6M | -26.9% | +15.2% | -42.1% | -21.0% |
| YTD | +45.2% | -13.1% | +58.3% | +51.4% |
| 1Y | +38.1% | -22.4% | +60.6% | +39.5% |
| All | +38.1% | -22.0% | +60.1% | +39.5% |
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 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