-72.0%
S vs CPB
-39.5%
-32.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.1% |
| 7D | -7.7% | -8.6% | +0.9% | -8.3% |
| 30D | -5.3% | -7.2% | +1.9% | -5.9% |
| 3M | +20.3% | +0.9% | +19.4% | +20.6% |
| 6M | +47.4% | -11.8% | +59.2% | +45.7% |
| YTD | +32.5% | -19.4% | +51.9% | +29.7% |
| 1Y | +9.5% | -30.4% | +39.9% | +5.0% |
| 3Y | +15.5% | -40.2% | +55.7% | +8.6% |
| All | -72.0% | -39.5% | -32.5% | -72.5% |
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