+124.8%
AA vs CPB
-45.7%
+170.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.8% | +3.6% |
| 7D | +1.7% | -8.2% | +9.9% | +1.5% |
| 30D | +3.3% | -5.6% | +8.9% | +3.2% |
| 3M | -29.4% | +3.0% | -32.4% | -29.4% |
| 6M | -12.8% | -12.7% | -0.1% | -12.7% |
| YTD | -2.1% | -18.0% | +15.8% | -1.9% |
| 1Y | +62.8% | -31.7% | +94.5% | +64.0% |
| 3Y | +90.5% | -41.0% | +131.4% | +91.3% |
| 5Y | +19.1% | -38.4% | +57.5% | +18.6% |
| 10Y | +124.8% | -45.0% | +169.7% | +142.5% |
| All | +124.8% | -45.7% | +170.4% | +142.5% |
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