+331.2%
CG vs CPB
-44.2%
+375.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.0% |
| 7D | -6.4% | -8.0% | +1.6% | -6.2% |
| 30D | -7.1% | -2.4% | -4.7% | -7.0% |
| 3M | -1.6% | +0.5% | -2.1% | -1.6% |
| 6M | -8.3% | -10.5% | +2.1% | -8.1% |
| YTD | -23.8% | -17.5% | -6.3% | -23.4% |
| 1Y | -28.7% | -31.0% | +2.3% | -27.9% |
| 3Y | +49.2% | -40.6% | +89.8% | +51.1% |
| 5Y | +5.5% | -37.7% | +43.2% | +6.4% |
| 10Y | +331.2% | -43.4% | +374.7% | +330.2% |
| All | +331.2% | -44.2% | +375.4% | +330.2% |
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