+36.8%
S vs CPB
-20.9%
+57.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.2% | +9.2% | +8.1% |
| 7D | +1.6% | +3.3% | -1.7% | +1.3% |
| 30D | -10.5% | +19.0% | -29.5% | -12.2% |
| 3M | +9.9% | +0.4% | +9.5% | +10.0% |
| 6M | +41.8% | +13.0% | +28.8% | +39.5% |
| YTD | +56.8% | -12.7% | +69.5% | +61.8% |
| All | +36.8% | -20.9% | +57.7% | +40.1% |
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