+641.7%
BE vs CPB
-23.2%
+664.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.7% |
| 7D | -13.4% | +2.9% | -16.2% | -12.4% |
| 30D | -33.9% | +17.6% | -51.5% | -30.0% |
| 3M | -12.0% | +2.0% | -14.0% | -10.0% |
| 6M | -29.0% | +11.6% | -40.6% | -24.9% |
| YTD | +113.4% | -13.8% | +127.2% | +116.5% |
| 1Y | +33.2% | -21.6% | +54.7% | +33.5% |
| 3Y | +1,659.2% | -35.8% | +1,695.0% | +1,618.5% |
| 5Y | +461.4% | -33.3% | +494.7% | +444.6% |
| All | +641.7% | -23.2% | +664.9% | +630.0% |
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