+16.7%
U vs CPB
-21.8%
+38.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.1% |
| 7D | +24.4% | +2.9% | +21.5% | +24.4% |
| 30D | +7.4% | +17.6% | -10.2% | +7.8% |
| 3M | +16.8% | +2.0% | +14.8% | +17.4% |
| 6M | +78.8% | +11.6% | +67.1% | +79.7% |
| YTD | +14.0% | -13.8% | +27.7% | +4.0% |
| 1Y | +16.7% | -21.6% | +38.3% | +4.0% |
| All | +16.7% | -21.8% | +38.5% | +4.0% |
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