+125.3%
AS vs CPB
-42.8%
+168.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.8% |
| 7D | -3.6% | -5.8% | +2.2% | -3.2% |
| 30D | +3.4% | +16.5% | -13.1% | +2.6% |
| 3M | -8.6% | -1.1% | -7.5% | -8.5% |
| 6M | -10.0% | +11.5% | -21.5% | -10.8% |
| YTD | -19.2% | -15.7% | -3.4% | -18.3% |
| 1Y | -3.8% | -24.7% | +20.9% | -2.3% |
| All | +125.3% | -42.8% | +168.1% | +139.1% |
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