+320.1%
CG vs CPB
-39.9%
+360.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.2% | +7.7% | +6.6% |
| 7D | +3.0% | +3.3% | -0.2% | +2.9% |
| 30D | +10.1% | +19.0% | -8.9% | +9.4% |
| 3M | -10.8% | +0.4% | -11.3% | -11.0% |
| 6M | -15.2% | +13.0% | -28.2% | -15.7% |
| YTD | -26.9% | -12.7% | -14.2% | -26.8% |
| 1Y | -17.0% | -20.9% | +3.8% | -16.7% |
| 3Y | +54.6% | -35.4% | +90.0% | +55.7% |
| 5Y | -16.7% | -32.3% | +15.5% | -16.5% |
| 10Y | +320.1% | -40.5% | +360.7% | +320.3% |
| All | +320.1% | -39.9% | +360.1% | +320.3% |
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