+3,017.7%
SPY vs CPB
+200.3%
+2,817.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -0.6% | +2.9% | -3.5% | -1.3% |
| 30D | -3.7% | +17.6% | -21.3% | -7.8% |
| 3M | -2.7% | +2.0% | -4.8% | -3.8% |
| 6M | +2.2% | +11.6% | -9.5% | -1.8% |
| YTD | +10.8% | -13.8% | +24.6% | +13.2% |
| 1Y | +11.2% | -21.6% | +32.8% | +16.4% |
| 3Y | +76.5% | -35.8% | +112.3% | +90.9% |
| 5Y | +72.9% | -33.3% | +106.2% | +82.1% |
| 10Y | +304.8% | -39.4% | +344.2% | +318.5% |
| All | +3,017.7% | +200.3% | +2,817.4% | +1,940.0% |
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