+33.9%
TER vs CPB
-20.9%
+54.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.2% | +13.9% | +11.9% |
| 7D | -5.8% | +3.3% | -9.0% | -3.2% |
| 30D | -38.9% | +19.0% | -57.9% | -30.4% |
| 3M | -35.1% | +0.4% | -35.6% | -32.8% |
| 6M | -31.6% | +13.0% | -44.5% | -22.9% |
| YTD | +27.2% | -12.7% | +40.0% | +29.2% |
| All | +33.9% | -20.9% | +54.8% | +30.5% |
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