+202.8%
TER vs CPB
-39.5%
+242.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.4% | +8.9% | +4.6% |
| 7D | +0.6% | -8.6% | +9.2% | -1.5% |
| 30D | -8.3% | -7.2% | -1.0% | -9.7% |
| 3M | -12.2% | +0.9% | -13.1% | -11.4% |
| 6M | +17.1% | -11.8% | +28.9% | +16.1% |
| YTD | +84.7% | -19.4% | +104.1% | +81.4% |
| 1Y | +199.9% | -30.4% | +230.3% | +191.1% |
| 3Y | +232.8% | -40.2% | +272.9% | +217.2% |
| All | +202.8% | -39.5% | +242.3% | +203.7% |
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 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