-24.7%
U vs CPB
-36.2%
+11.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.4% |
| 7D | +36.6% | +8.0% | +28.6% | +37.2% |
| 30D | +13.3% | +22.4% | -9.1% | +14.7% |
| 3M | +26.2% | +2.5% | +23.6% | +26.6% |
| 6M | +88.7% | +12.2% | +76.5% | +90.5% |
| YTD | +16.6% | -12.8% | +29.4% | +14.9% |
| 1Y | +29.0% | -19.2% | +48.1% | +26.4% |
| 3Y | +99.5% | -35.6% | +135.1% | +93.5% |
| 5Y | -66.1% | -31.4% | -34.7% | -67.1% |
| All | -24.7% | -36.2% | +11.5% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling