+471.5%
CF vs CPB
-38.9%
+510.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | 0.0% |
| 7D | +4.8% | -1.6% | +6.3% | +4.9% |
| 30D | +4.7% | +19.2% | -14.5% | +3.7% |
| 3M | +7.4% | -0.9% | +8.4% | +7.3% |
| 6M | +0.6% | +15.2% | -14.6% | -0.4% |
| YTD | +64.1% | -13.1% | +77.2% | +65.2% |
| 1Y | +51.4% | -22.4% | +73.8% | +53.7% |
| 3Y | +67.8% | -35.3% | +103.1% | +71.8% |
| 5Y | +114.1% | -33.0% | +147.1% | +118.1% |
| All | +471.5% | -38.9% | +510.3% | +521.1% |
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