-50.4%
COMP vs CPB
-43.6%
-6.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.2% | -6.2% | -7.4% |
| 7D | +7.2% | +2.9% | +4.3% | +7.0% |
| 30D | +6.4% | +17.6% | -11.2% | +5.6% |
| 3M | -19.4% | +2.0% | -21.5% | -19.8% |
| 6M | +14.6% | +11.6% | +2.9% | +13.9% |
| YTD | -5.5% | -13.8% | +8.3% | -6.4% |
| 1Y | +13.7% | -21.6% | +35.2% | +12.3% |
| 3Y | +409.7% | -35.8% | +445.5% | +403.2% |
| 5Y | -17.0% | -33.3% | +16.3% | -15.0% |
| All | -50.4% | -43.6% | -6.9% | -52.3% |
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