+325.1%
COP vs CPB
-45.7%
+370.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | -0.8% | -8.2% | +7.4% | 0.0% |
| 30D | +15.6% | -5.6% | +21.2% | +16.2% |
| 3M | +14.3% | +3.0% | +11.4% | +13.7% |
| 6M | +17.0% | -12.7% | +29.7% | +18.3% |
| YTD | +47.4% | -18.0% | +65.4% | +50.1% |
| 1Y | +52.4% | -31.7% | +84.1% | +58.2% |
| 3Y | +20.8% | -41.0% | +61.8% | +26.5% |
| 5Y | +191.7% | -38.4% | +230.1% | +201.9% |
| 10Y | +325.1% | -45.0% | +370.0% | +356.7% |
| All | +325.1% | -45.7% | +370.7% | +356.7% |
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