+305.9%
CG vs CPB
-40.9%
+346.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.4% |
| 7D | +2.0% | +2.9% | -0.9% | +1.8% |
| 30D | +8.5% | +17.6% | -9.1% | +7.9% |
| 3M | -12.1% | +2.0% | -14.2% | -12.3% |
| 6M | -16.4% | +11.6% | -28.1% | -16.9% |
| YTD | -28.0% | -13.8% | -14.2% | -27.8% |
| 1Y | -18.9% | -21.6% | +2.7% | -18.5% |
| 3Y | +51.2% | -35.8% | +87.1% | +52.4% |
| 5Y | -15.9% | -33.3% | +17.4% | -15.5% |
| 10Y | +305.9% | -39.4% | +345.3% | +290.6% |
| All | +305.9% | -40.9% | +346.8% | +290.6% |
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