+54.2%
AR vs CPB
-40.8%
+95.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +6.4% | -5.8% | +12.2% | +6.8% |
| 30D | +3.1% | +16.5% | -13.3% | +2.0% |
| 3M | +3.3% | -1.1% | +4.4% | +3.2% |
| 6M | +6.6% | +11.5% | -4.9% | +5.4% |
| YTD | +12.3% | -15.7% | +28.1% | +13.5% |
| 1Y | +12.3% | -24.7% | +37.0% | +14.5% |
| 3Y | +50.4% | -37.3% | +87.7% | +53.9% |
| 5Y | +101.0% | -35.0% | +136.0% | +103.3% |
| All | +54.2% | -40.8% | +95.0% | +66.3% |
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