+207.0%
C vs CPB
-38.9%
+245.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.3% |
| 7D | +4.2% | -1.6% | +5.7% | +4.3% |
| 30D | +2.0% | +19.2% | -17.2% | +0.7% |
| 3M | -10.1% | -0.9% | -9.2% | -10.2% |
| 6M | +1.0% | +15.2% | -14.2% | -0.5% |
| YTD | +8.5% | -13.1% | +21.5% | +9.4% |
| 1Y | +25.7% | -22.4% | +48.2% | +28.3% |
| 3Y | +216.0% | -35.3% | +251.3% | +226.6% |
| 5Y | +112.3% | -33.0% | +145.3% | +117.2% |
| All | +207.0% | -38.9% | +245.9% | +214.8% |
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