+53.6%
AA vs CPB
-39.9%
+93.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +6.9% | +5.7% |
| 7D | +4.8% | +3.3% | +1.6% | +4.9% |
| 30D | -0.6% | +19.0% | -19.6% | -0.3% |
| 3M | -16.3% | +0.4% | -16.7% | -16.2% |
| 6M | -33.4% | +13.0% | -46.4% | -33.2% |
| YTD | -20.7% | -12.7% | -8.0% | -20.4% |
| 1Y | +12.9% | -20.9% | +33.8% | +13.6% |
| 3Y | +75.7% | -35.4% | +111.1% | +76.2% |
| 5Y | -6.8% | -32.3% | +25.5% | -7.3% |
| 10Y | +53.6% | -40.5% | +94.2% | +64.2% |
| All | +53.6% | -39.9% | +93.6% | +64.2% |
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