+2,956.9%
SPY vs CPB
+203.6%
+2,753.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | -2.7% | +8.0% | -10.7% | -4.6% |
| 30D | -5.4% | +22.4% | -27.8% | -10.4% |
| 3M | -4.1% | +2.5% | -6.6% | -5.3% |
| 6M | +0.7% | +12.2% | -11.5% | -3.3% |
| YTD | +8.7% | -12.8% | +21.5% | +10.7% |
| 1Y | +10.9% | -19.2% | +30.0% | +15.1% |
| 3Y | +75.0% | -35.6% | +110.5% | +89.1% |
| 5Y | +67.8% | -31.4% | +99.2% | +75.3% |
| 10Y | +312.9% | -37.9% | +350.8% | +323.6% |
| All | +2,956.9% | +203.6% | +2,753.2% | +1,895.0% |
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