+20.7%
XYZ vs CPB
+11.5%
+9.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | +12.1% | +8.0% | +4.2% | +10.2% |
| 30D | +12.4% | +22.4% | -10.0% | +8.5% |
| 3M | +8.2% | +2.5% | +5.6% | +7.3% |
| 6M | +20.7% | +12.2% | +8.5% | +17.4% |
| All | +20.7% | +11.5% | +9.2% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling