0.0%
W vs CPB
-21.8%
+21.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.6% |
| 7D | +1.1% | +2.9% | -1.8% | +0.7% |
| 30D | +6.4% | +17.6% | -11.2% | +4.5% |
| 3M | +9.0% | +2.0% | +6.9% | +8.1% |
| 6M | +69.8% | +11.6% | +58.2% | +69.9% |
| YTD | +12.1% | -13.8% | +25.8% | +7.0% |
| 1Y | 0.0% | -21.6% | +21.6% | -2.3% |
| All | 0.0% | -21.8% | +21.8% | -2.3% |
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