+1,514.2%
RF vs CPB
+325.7%
+1,188.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.9% |
| 7D | +1.3% | -8.6% | +9.9% | +3.9% |
| 30D | -3.6% | -7.2% | +3.6% | -1.7% |
| 3M | +8.1% | +0.9% | +7.2% | +7.1% |
| 6M | +11.5% | -11.8% | +23.3% | +14.7% |
| YTD | +15.6% | -19.4% | +35.0% | +21.7% |
| 1Y | +15.7% | -30.4% | +46.1% | +26.8% |
| 3Y | +86.9% | -40.2% | +127.0% | +110.7% |
| 5Y | +89.8% | -39.5% | +129.3% | +110.5% |
| 10Y | +344.7% | -47.4% | +392.1% | +388.3% |
| All | +1,514.2% | +325.7% | +1,188.5% | +976.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling