+796.3%
AU vs CPB
-38.9%
+835.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -1.9% |
| 7D | -7.2% | -1.6% | -5.6% | -7.0% |
| 30D | -2.9% | +19.2% | -22.1% | -4.9% |
| 3M | -8.7% | -0.9% | -7.7% | -8.6% |
| 6M | -14.1% | +15.2% | -29.4% | -16.0% |
| YTD | +4.8% | -13.1% | +17.9% | +6.3% |
| 1Y | +11.9% | -22.4% | +34.3% | +15.2% |
| 3Y | +513.8% | -35.3% | +549.1% | +540.4% |
| 5Y | +379.3% | -33.0% | +412.2% | +390.8% |
| All | +796.3% | -38.9% | +835.2% | +842.3% |
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