+668.0%
BE vs CPB
-22.6%
+690.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.2% | -8.1% | -3.9% |
| 7D | +10.8% | -1.6% | +12.4% | +10.4% |
| 30D | -19.8% | +19.2% | -39.0% | -14.6% |
| 3M | -18.7% | -0.9% | -17.8% | -17.5% |
| 6M | -33.7% | +15.2% | -49.0% | -29.3% |
| YTD | +121.0% | -13.1% | +134.0% | +125.0% |
| 1Y | +85.4% | -22.4% | +107.8% | +85.9% |
| 3Y | +1,709.5% | -35.3% | +1,744.8% | +1,674.0% |
| 5Y | +462.2% | -33.0% | +495.2% | +447.5% |
| All | +668.0% | -22.6% | +690.6% | +658.6% |
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