+43.2%
TER vs CPB
-18.4%
+61.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.9% | -12.7% | -2.8% |
| 7D | -19.9% | +13.0% | -32.8% | -12.6% |
| 30D | -43.5% | +20.5% | -64.1% | -35.2% |
| 3M | -37.8% | +2.2% | -40.0% | -34.8% |
| 6M | -25.6% | +15.4% | -40.9% | -15.5% |
| YTD | +29.8% | -12.3% | +42.1% | +32.8% |
| 1Y | +43.2% | -18.0% | +61.1% | +43.7% |
| All | +43.2% | -18.4% | +61.6% | +43.7% |
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 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