+18.2%
TER vs CPB
-19.1%
+37.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +1.7% |
| 7D | -20.5% | +8.0% | -28.5% | -15.7% |
| 30D | -47.0% | +22.4% | -69.4% | -38.5% |
| 3M | -43.3% | +2.5% | -45.8% | -40.4% |
| 6M | -42.9% | +12.2% | -55.1% | -35.7% |
| YTD | +12.9% | -12.8% | +25.7% | +14.5% |
| 1Y | +18.2% | -19.2% | +37.3% | +16.0% |
| All | +18.2% | -19.1% | +37.3% | +16.0% |
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