+248.2%
CB vs CPB
-37.5%
+285.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | +0.2% | +8.0% | -7.7% | -1.2% |
| 30D | +9.1% | +22.4% | -13.3% | +5.0% |
| 3M | +3.4% | +3.8% | -0.4% | +2.3% |
| 6M | +14.1% | +13.7% | +0.4% | +10.9% |
| YTD | +18.0% | -11.7% | +29.7% | +19.8% |
| 1Y | +30.1% | -18.1% | +48.3% | +33.9% |
| 3Y | +71.8% | -34.7% | +106.5% | +83.3% |
| 5Y | +101.8% | -30.6% | +132.4% | +112.3% |
| All | +248.2% | -37.5% | +285.8% | +269.7% |
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