+14,183.4%
TER vs CPB
+325.7%
+13,857.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.4% | +8.9% | +6.1% |
| 7D | +0.6% | -8.6% | +9.2% | +2.1% |
| 30D | -8.3% | -7.2% | -1.0% | -7.3% |
| 3M | -12.2% | +0.9% | -13.1% | -13.3% |
| 6M | +17.1% | -11.8% | +28.9% | +18.2% |
| YTD | +84.7% | -19.4% | +104.1% | +89.0% |
| 1Y | +199.9% | -30.4% | +230.3% | +214.8% |
| 3Y | +232.8% | -40.2% | +272.9% | +253.7% |
| 5Y | +198.6% | -39.5% | +238.1% | +211.4% |
| 10Y | +1,669.7% | -47.4% | +1,717.1% | +1,743.3% |
| All | +14,183.4% | +325.7% | +13,857.7% | +7,949.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling