+363.8%
ALL vs CPB
-39.9%
+403.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -3.9% | +3.3% | -7.1% | -4.6% |
| 30D | +10.6% | +19.0% | -8.4% | +6.2% |
| 3M | -4.6% | +0.4% | -5.0% | -5.0% |
| 6M | +20.2% | +13.0% | +7.2% | +16.1% |
| YTD | +23.7% | -12.7% | +36.4% | +26.4% |
| 1Y | +27.9% | -20.9% | +48.8% | +33.7% |
| 3Y | +109.2% | -35.4% | +144.6% | +127.5% |
| 5Y | +148.0% | -32.3% | +180.3% | +164.7% |
| 10Y | +363.8% | -40.5% | +404.3% | +414.0% |
| All | +363.8% | -39.9% | +403.7% | +414.0% |
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