+151.8%
TER vs CPB
-36.0%
+187.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.1% |
| 7D | -20.5% | +8.0% | -28.5% | -17.8% |
| 30D | -47.0% | +22.4% | -69.4% | -42.3% |
| 3M | -43.3% | +2.5% | -45.8% | -41.4% |
| 6M | -42.9% | +12.2% | -55.1% | -39.0% |
| YTD | +12.9% | -12.8% | +25.7% | +15.4% |
| 1Y | +18.2% | -19.2% | +37.3% | +19.5% |
| 3Y | +151.8% | -35.6% | +187.3% | +142.2% |
| All | +151.8% | -36.0% | +187.8% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling