+32.4%
TPR vs CPB
-23.3%
+55.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.6% |
| 7D | +6.4% | -4.1% | +10.5% | +6.7% |
| 30D | +13.8% | +16.9% | -3.2% | +13.1% |
| 3M | -16.6% | -0.6% | -16.1% | -16.8% |
| 6M | +0.7% | +11.4% | -10.7% | -0.7% |
| YTD | +5.3% | -14.8% | +20.2% | +8.7% |
| 1Y | +32.4% | -24.8% | +57.1% | +39.0% |
| All | +32.4% | -23.3% | +55.6% | +39.0% |
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