-63.9%
XYZ vs CPB
-31.3%
-32.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.7% |
| 7D | +12.1% | +8.0% | +4.2% | +12.5% |
| 30D | +12.4% | +22.4% | -10.0% | +13.7% |
| 3M | +8.2% | +2.5% | +5.6% | +8.2% |
| 6M | +20.7% | +12.2% | +8.5% | +21.8% |
| YTD | +31.3% | -12.8% | +44.1% | +28.8% |
| 1Y | +20.5% | -19.2% | +39.7% | +17.1% |
| 3Y | +72.6% | -35.6% | +108.2% | +62.5% |
| All | -63.9% | -31.3% | -32.6% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling