+43.7%
RF vs CPB
-31.1%
+74.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.3% |
| 7D | -1.6% | +11.6% | -13.2% | -3.3% |
| 30D | +5.0% | +23.3% | -18.3% | +1.5% |
| 3M | -10.0% | +1.6% | -11.6% | -10.5% |
| 6M | +3.3% | +13.9% | -10.6% | +0.5% |
| YTD | +7.9% | -11.7% | +19.6% | +9.3% |
| 1Y | +21.2% | -18.2% | +39.5% | +24.5% |
| 3Y | +105.8% | -35.2% | +141.0% | +117.5% |
| 5Y | +43.7% | -30.5% | +74.3% | +44.4% |
| All | +43.7% | -31.1% | +74.9% | +44.4% |
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