+336.7%
COP vs CPB
-38.9%
+375.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.3% |
| 7D | +4.4% | -1.6% | +6.0% | +4.5% |
| 30D | 0.0% | +19.2% | -19.3% | -1.8% |
| 3M | +15.0% | -0.9% | +16.0% | +15.0% |
| 6M | +22.0% | +15.2% | +6.8% | +19.9% |
| YTD | +55.3% | -13.1% | +68.4% | +57.0% |
| 1Y | +64.1% | -22.4% | +86.6% | +67.9% |
| 3Y | +34.1% | -35.3% | +69.4% | +38.7% |
| 5Y | +133.4% | -33.0% | +166.4% | +139.2% |
| All | +336.7% | -38.9% | +375.6% | +387.9% |
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