+3.7%
U vs CPB
-32.6%
+36.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -1.0% |
| 7D | -3.8% | -8.6% | +4.8% | -3.8% |
| 30D | +17.5% | -7.2% | +24.7% | +17.4% |
| 3M | +38.7% | +0.9% | +37.8% | +38.5% |
| 6M | +104.4% | -11.8% | +116.2% | +94.0% |
| YTD | -5.7% | -19.4% | +13.7% | -11.7% |
| 1Y | +3.7% | -30.4% | +34.1% | -2.6% |
| All | +3.7% | -32.6% | +36.3% | -2.6% |
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