+261.5%
TPR vs CPB
-33.2%
+294.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | +12.1% | +2.9% | +9.2% | +11.9% |
| 30D | +16.7% | +17.6% | -0.9% | +15.6% |
| 3M | -17.4% | +2.0% | -19.4% | -17.6% |
| 6M | +2.3% | +11.6% | -9.4% | +1.3% |
| YTD | +7.1% | -13.8% | +20.9% | +7.9% |
| 1Y | +29.5% | -21.6% | +51.1% | +31.1% |
| 3Y | +415.0% | -35.8% | +450.9% | +425.7% |
| 5Y | +261.5% | -33.3% | +294.8% | +271.8% |
| All | +261.5% | -33.2% | +294.6% | +271.8% |
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 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