+43.8%
D vs CPB
-39.9%
+83.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | +0.8% | +3.3% | -2.5% | -0.2% |
| 30D | +10.7% | +19.0% | -8.3% | +5.0% |
| 3M | +2.3% | +0.4% | +1.8% | +1.7% |
| 6M | +12.5% | +13.0% | -0.5% | +7.3% |
| YTD | +20.1% | -12.7% | +32.8% | +23.6% |
| 1Y | +15.6% | -20.9% | +36.4% | +22.6% |
| 3Y | +75.2% | -35.4% | +110.6% | +96.7% |
| 5Y | +14.6% | -32.3% | +46.9% | +25.6% |
| 10Y | +43.8% | -40.5% | +84.3% | +49.0% |
| All | +43.8% | -39.9% | +83.7% | +49.0% |
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