-49.3%
COMP vs CPB
-43.0%
-6.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.3% | +12.0% | +10.8% |
| 7D | +13.4% | +8.0% | +5.5% | +13.0% |
| 30D | +11.1% | +22.4% | -11.3% | +10.1% |
| 3M | -18.8% | +2.5% | -21.4% | -19.3% |
| 6M | +10.5% | +12.2% | -1.7% | +9.8% |
| YTD | -3.4% | -12.8% | +9.4% | -4.4% |
| 1Y | +19.7% | -19.2% | +38.9% | +18.3% |
| 3Y | +381.6% | -35.6% | +417.2% | +374.5% |
| 5Y | -17.6% | -31.4% | +13.8% | -15.0% |
| All | -49.3% | -43.0% | -6.4% | -51.3% |
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