+76.3%
CL vs CPB
-39.9%
+116.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | +0.5% | +3.3% | -2.7% | -0.5% |
| 30D | +11.6% | +19.0% | -7.4% | +5.5% |
| 3M | +5.6% | +0.4% | +5.2% | +5.0% |
| 6M | +13.2% | +13.0% | +0.2% | +8.0% |
| YTD | +26.9% | -12.7% | +39.6% | +31.1% |
| 1Y | +27.3% | -20.9% | +48.2% | +35.6% |
| 3Y | +39.7% | -35.4% | +75.1% | +57.0% |
| 5Y | +41.3% | -32.3% | +73.6% | +55.7% |
| 10Y | +76.3% | -40.5% | +116.8% | +78.7% |
| All | +76.3% | -39.9% | +116.2% | +78.7% |
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