+251.7%
CB vs CPB
-38.9%
+290.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.5% |
| 7D | +2.9% | -1.6% | +4.5% | +3.2% |
| 30D | +7.3% | +19.2% | -11.9% | +3.8% |
| 3M | +9.4% | -0.9% | +10.3% | +9.2% |
| 6M | +19.6% | +15.2% | +4.4% | +15.9% |
| YTD | +21.5% | -13.1% | +34.6% | +23.6% |
| 1Y | +28.0% | -22.4% | +50.4% | +33.0% |
| 3Y | +74.9% | -35.3% | +110.2% | +87.0% |
| 5Y | +108.1% | -33.0% | +141.1% | +120.3% |
| All | +251.7% | -38.9% | +290.5% | +273.8% |
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