+31.5%
Q vs CPB
-23.3%
+54.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +1.8% |
| 7D | +6.6% | -4.1% | +10.6% | +4.7% |
| 30D | +2.7% | +16.9% | -14.2% | +10.6% |
| 3M | -8.4% | -0.6% | -7.8% | -6.8% |
| 6M | -17.3% | +11.4% | -28.7% | -11.9% |
| YTD | +55.3% | -14.8% | +70.1% | +60.0% |
| 1Y | +31.5% | -24.8% | +56.2% | +33.0% |
| All | +31.5% | -23.3% | +54.7% | +33.0% |
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 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