+329.9%
COP vs CPB
-40.8%
+370.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | +3.4% | -5.8% | +9.2% | +3.9% |
| 30D | -0.6% | +16.5% | -17.1% | -2.1% |
| 3M | +10.8% | -1.1% | +11.9% | +10.7% |
| 6M | +19.6% | +11.5% | +8.1% | +17.9% |
| YTD | +52.9% | -15.7% | +68.7% | +55.0% |
| 1Y | +62.2% | -24.7% | +86.9% | +66.3% |
| 3Y | +32.4% | -37.3% | +69.6% | +37.3% |
| 5Y | +129.7% | -35.0% | +164.8% | +136.1% |
| All | +329.9% | -40.8% | +370.7% | +381.6% |
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