+32.0%
Q vs CPB
-25.7%
+57.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +2.0% |
| 7D | +6.6% | -8.0% | +14.6% | +3.3% |
| 30D | -6.6% | -2.4% | -4.2% | -7.1% |
| 3M | -13.2% | +0.5% | -13.8% | -11.7% |
| 6M | +9.9% | -10.5% | +20.4% | +10.1% |
| YTD | +53.9% | -17.5% | +71.5% | +53.8% |
| All | +32.0% | -25.7% | +57.7% | +30.9% |
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