+28.1%
XYZ vs CPB
-21.8%
+49.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.2% |
| 7D | +12.6% | +2.9% | +9.7% | +12.2% |
| 30D | +10.8% | +17.6% | -6.8% | +9.2% |
| 3M | +8.4% | +2.0% | +6.3% | +8.0% |
| 6M | +14.3% | +11.6% | +2.7% | +13.8% |
| YTD | +31.5% | -13.8% | +45.2% | +28.4% |
| 1Y | +28.1% | -21.6% | +49.7% | +24.2% |
| All | +28.1% | -21.8% | +49.9% | +24.2% |
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