+237.8%
A vs CPB
-45.7%
+283.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.4% | -3.0% |
| 7D | -2.1% | -8.2% | +6.2% | -0.7% |
| 30D | +0.6% | -5.6% | +6.2% | +1.5% |
| 3M | +10.9% | +3.0% | +7.9% | +10.1% |
| 6M | +28.2% | -12.7% | +40.9% | +30.5% |
| YTD | +8.6% | -18.0% | +26.5% | +11.5% |
| 1Y | +15.5% | -31.7% | +47.3% | +22.2% |
| 3Y | +31.8% | -41.0% | +72.8% | +41.2% |
| 5Y | -14.9% | -38.4% | +23.5% | -10.1% |
| 10Y | +237.8% | -45.0% | +282.8% | +264.3% |
| All | +237.8% | -45.7% | +283.5% | +264.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling