+54.5%
AR vs CPB
-40.9%
+95.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.4% |
| 7D | -5.8% | +2.9% | -8.6% | -6.0% |
| 30D | +4.8% | +17.6% | -12.8% | +3.6% |
| 3M | +1.5% | +2.0% | -0.5% | +1.2% |
| 6M | +4.7% | +11.6% | -6.9% | +3.6% |
| YTD | +9.2% | -13.8% | +23.0% | +10.2% |
| 1Y | +11.2% | -21.6% | +32.7% | +13.0% |
| 3Y | +46.2% | -35.8% | +82.1% | +49.4% |
| 5Y | +98.1% | -33.3% | +131.3% | +100.0% |
| 10Y | +54.5% | -39.4% | +94.0% | +66.4% |
| All | +54.5% | -40.9% | +95.4% | +66.4% |
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