-7.2%
T vs CPB
-31.9%
+24.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | -1.5% | -8.2% | +6.7% | -0.1% |
| 30D | +7.6% | -5.6% | +13.2% | +8.5% |
| 3M | +15.3% | +3.0% | +12.3% | +14.3% |
| 6M | -8.5% | -12.7% | +4.2% | -6.9% |
| YTD | +6.8% | -18.0% | +24.7% | +9.4% |
| 1Y | -7.2% | -31.7% | +24.5% | -3.2% |
| All | -7.2% | -31.9% | +24.6% | -3.2% |
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