+257.6%
CP vs CPB
-39.9%
+297.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | +2.8% | +3.3% | -0.5% | +2.4% |
| 30D | +11.3% | +19.0% | -7.7% | +8.9% |
| 3M | +2.9% | +0.4% | +2.4% | +2.5% |
| 6M | +9.8% | +13.0% | -3.2% | +7.7% |
| YTD | +28.5% | -12.7% | +41.3% | +30.0% |
| 1Y | +33.5% | -20.9% | +54.4% | +36.6% |
| 3Y | +31.9% | -35.4% | +67.3% | +37.2% |
| 5Y | +25.5% | -32.3% | +57.8% | +29.5% |
| 10Y | +257.6% | -40.5% | +298.1% | +277.2% |
| All | +257.6% | -39.9% | +297.5% | +277.2% |
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