+227.2%
B vs CPB
-40.1%
+267.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.4% |
| 7D | -2.7% | -4.1% | +1.4% | -2.2% |
| 30D | -4.3% | +16.9% | -21.3% | -6.0% |
| 3M | -2.3% | -0.6% | -1.7% | -2.4% |
| 6M | -16.2% | +11.4% | -27.6% | -17.6% |
| YTD | -8.8% | -14.8% | +6.0% | -7.4% |
| 1Y | +11.4% | -24.8% | +36.1% | +14.9% |
| 3Y | +174.3% | -36.6% | +210.9% | +187.0% |
| 5Y | +116.2% | -33.3% | +149.5% | +123.3% |
| All | +227.2% | -40.1% | +267.3% | +236.0% |
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