+672.3%
AU vs CPB
-45.3%
+717.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -4.3% | -1.8% | -2.5% | -4.0% |
| 30D | +7.3% | -7.1% | +14.4% | +8.3% |
| 3M | +26.3% | -6.0% | +32.4% | +27.1% |
| 6M | +1.8% | -5.3% | +7.0% | +2.1% |
| YTD | +26.8% | -20.8% | +47.7% | +30.3% |
| 1Y | +66.7% | -33.8% | +100.5% | +75.6% |
| 3Y | +579.1% | -43.7% | +622.8% | +624.8% |
| 5Y | +689.3% | -40.7% | +730.1% | +723.9% |
| All | +672.3% | -45.3% | +717.6% | +828.5% |
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