+169.9%
W vs CPB
-37.1%
+207.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | -1.7% | -5.8% | +4.1% | -0.7% |
| 30D | +3.2% | +16.5% | -13.2% | +0.9% |
| 3M | +8.3% | -1.1% | +9.4% | +8.2% |
| 6M | +84.3% | +11.5% | +72.8% | +82.0% |
| YTD | +11.0% | -15.7% | +26.8% | +12.4% |
| 1Y | -0.2% | -24.7% | +24.5% | +3.2% |
| All | +169.9% | -37.1% | +207.0% | +215.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling