+271.0%
CG vs CPB
-40.8%
+311.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.2% |
| 7D | -1.5% | -5.8% | +4.3% | -1.3% |
| 30D | +5.7% | +16.5% | -10.8% | +5.1% |
| 3M | -17.9% | -1.1% | -16.8% | -18.0% |
| 6M | -20.2% | +11.5% | -31.7% | -20.6% |
| YTD | -32.0% | -15.7% | -16.3% | -31.8% |
| 1Y | -27.0% | -24.7% | -2.4% | -26.5% |
| 3Y | +42.8% | -37.3% | +80.1% | +44.0% |
| 5Y | -23.4% | -35.0% | +11.6% | -23.1% |
| All | +271.0% | -40.8% | +311.7% | +262.4% |
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