+67.7%
T vs CPB
-39.5%
+107.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.4% | -1.2% |
| 7D | -1.3% | -8.6% | +7.3% | +0.7% |
| 30D | +11.4% | -7.2% | +18.6% | +13.1% |
| 3M | +14.3% | +0.9% | +13.4% | +13.6% |
| 6M | -9.3% | -11.8% | +2.5% | -7.1% |
| YTD | +7.1% | -19.4% | +26.5% | +11.9% |
| 1Y | -9.1% | -30.4% | +21.3% | -1.7% |
| 3Y | +105.3% | -40.2% | +145.5% | +129.4% |
| All | +67.7% | -39.5% | +107.2% | +74.7% |
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