+23.1%
Q vs CPB
-21.5%
+44.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +5.8% |
| 7D | +0.3% | +8.0% | -7.7% | +3.7% |
| 30D | -9.8% | +22.4% | -32.2% | -1.1% |
| 3M | -12.2% | +2.5% | -14.7% | -9.5% |
| 6M | -21.6% | +12.2% | -33.8% | -15.8% |
| YTD | +43.6% | -12.8% | +56.4% | +49.2% |
| 1Y | +25.7% | -19.2% | +44.8% | +28.8% |
| All | +23.1% | -21.5% | +44.6% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling