+200.5%
B vs CPB
-39.9%
+240.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.3% |
| 7D | +11.3% | +3.3% | +8.1% | +10.9% |
| 30D | +2.9% | +19.0% | -16.1% | +0.9% |
| 3M | -2.9% | +0.4% | -3.3% | -3.0% |
| 6M | -1.2% | +13.0% | -14.2% | -3.0% |
| YTD | -1.3% | -12.7% | +11.4% | 0.0% |
| 1Y | +30.4% | -20.9% | +51.3% | +33.7% |
| 3Y | +195.3% | -35.4% | +230.7% | +208.7% |
| 5Y | +146.2% | -32.3% | +178.5% | +154.0% |
| 10Y | +200.5% | -40.5% | +241.0% | +196.3% |
| All | +200.5% | -39.9% | +240.4% | +196.3% |
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