+57.8%
T vs CPB
-33.2%
+91.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.8% |
| 7D | +2.5% | -1.6% | +4.1% | +2.9% |
| 30D | -3.8% | +19.2% | -23.0% | -7.7% |
| 3M | -8.7% | -0.9% | -7.8% | -8.9% |
| 6M | -8.1% | +15.2% | -23.4% | -11.8% |
| YTD | -6.4% | -13.1% | +6.6% | -4.3% |
| 1Y | -9.8% | -22.4% | +12.7% | -5.0% |
| 3Y | +65.5% | -35.3% | +100.8% | +81.0% |
| All | +57.8% | -33.2% | +91.1% | +55.8% |
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