+543.0%
XYZ vs CPB
-31.1%
+574.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.1% |
| 7D | +9.2% | +11.6% | -2.4% | +9.3% |
| 30D | +9.8% | +23.3% | -13.5% | +10.1% |
| 3M | -0.2% | +1.6% | -1.8% | -0.3% |
| 6M | +18.0% | +13.9% | +4.0% | +18.3% |
| YTD | +29.1% | -11.7% | +40.8% | +28.4% |
| 1Y | +14.1% | -18.2% | +32.3% | +13.2% |
| 3Y | +72.6% | -35.2% | +107.8% | +69.8% |
| 5Y | -64.6% | -30.5% | -34.1% | -65.3% |
| 10Y | +590.0% | -37.1% | +627.1% | +588.6% |
| All | +543.0% | -31.1% | +574.1% | +531.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling