+9.5%
S vs CPB
-32.6%
+42.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.8% |
| 7D | -7.7% | -8.6% | +0.9% | -6.7% |
| 30D | -5.3% | -7.2% | +1.9% | -4.5% |
| 3M | +20.3% | +0.9% | +19.4% | +19.9% |
| 6M | +47.4% | -11.8% | +59.2% | +49.5% |
| YTD | +32.5% | -19.4% | +51.9% | +36.7% |
| 1Y | +9.5% | -30.4% | +39.9% | +13.8% |
| All | +9.5% | -32.6% | +42.1% | +13.8% |
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