+36.1%
TPR vs CPB
-18.1%
+54.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | +14.2% | +8.0% | +6.2% | +13.7% |
| 30D | +17.1% | +22.4% | -5.3% | +16.2% |
| 3M | -17.7% | +3.8% | -21.5% | -18.2% |
| 6M | -10.2% | +13.7% | -23.8% | -11.4% |
| YTD | +4.9% | -11.7% | +16.6% | +7.4% |
| 1Y | +36.1% | -18.1% | +54.3% | +40.0% |
| All | +36.1% | -18.1% | +54.2% | +40.0% |
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