+240.4%
TPR vs CPB
-39.5%
+279.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | -2.3% | -8.6% | +6.3% | -1.8% |
| 30D | -23.0% | -7.2% | -15.7% | -22.7% |
| 3M | -12.5% | +0.9% | -13.4% | -12.7% |
| 6M | -21.4% | -11.8% | -9.6% | -20.9% |
| YTD | -3.5% | -19.4% | +15.9% | -2.2% |
| 1Y | +17.4% | -30.4% | +47.7% | +20.1% |
| 3Y | +291.3% | -40.2% | +331.4% | +302.4% |
| All | +240.4% | -39.5% | +279.9% | +237.2% |
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