-70.8%
S vs CPB
-34.3%
-36.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.1% | -5.2% | -6.4% |
| 7D | +4.1% | -5.8% | +9.9% | +3.5% |
| 30D | -7.2% | +16.5% | -23.6% | -6.0% |
| 3M | 0.0% | -1.1% | +1.1% | 0.0% |
| 6M | +41.6% | +11.5% | +30.1% | +43.5% |
| YTD | +48.6% | -15.7% | +64.3% | +46.0% |
| 1Y | +30.0% | -24.7% | +54.7% | +25.6% |
| 3Y | +42.2% | -37.3% | +79.4% | +33.8% |
| 5Y | -70.8% | -35.0% | -35.7% | -70.1% |
| All | -70.8% | -34.3% | -36.5% | -70.1% |
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 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