+42.1%
RF vs CPB
-31.3%
+73.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -0.9% | +8.0% | -8.9% | -2.1% |
| 30D | +6.0% | +22.4% | -16.4% | +2.6% |
| 3M | -8.9% | +2.5% | -11.4% | -9.6% |
| 6M | +2.3% | +12.2% | -9.9% | -0.2% |
| YTD | +7.6% | -12.8% | +20.4% | +9.2% |
| 1Y | +21.2% | -19.2% | +40.3% | +24.6% |
| 3Y | +108.5% | -35.6% | +144.1% | +120.5% |
| All | +42.1% | -31.3% | +73.5% | +43.3% |
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