+399.5%
TPR vs CPB
-36.4%
+435.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.8% |
| 3M | -16.6% | -0.6% | -16.1% | -16.7% |
| 6M | +0.7% | +11.4% | -10.7% | -0.4% |
| YTD | +5.3% | -14.8% | +20.2% | +6.4% |
| 1Y | +32.4% | -24.8% | +57.1% | +34.8% |
| All | +399.5% | -36.4% | +435.9% | +418.8% |
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