+48.0%
AR vs CPB
-47.3%
+95.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | +2.5% | -8.6% | +11.1% | +3.1% |
| 30D | +14.8% | -7.2% | +22.0% | +15.3% |
| 3M | +6.2% | +0.9% | +5.3% | +5.9% |
| 6M | +4.3% | -11.8% | +16.1% | +5.0% |
| YTD | +14.4% | -19.4% | +33.8% | +16.1% |
| 1Y | +21.3% | -30.4% | +51.7% | +24.7% |
| 3Y | +39.8% | -40.2% | +80.0% | +43.8% |
| 5Y | +142.1% | -39.5% | +181.6% | +147.1% |
| All | +48.0% | -47.3% | +95.3% | +64.9% |
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