+48.8%
D vs CPB
-40.8%
+89.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -3.1% | -5.8% | +2.7% | -1.3% |
| 30D | +8.4% | +16.5% | -8.1% | +3.4% |
| 3M | +0.2% | -1.1% | +1.3% | +0.1% |
| 6M | +9.5% | +11.5% | -2.0% | +4.8% |
| YTD | +18.8% | -15.7% | +34.6% | +23.6% |
| 1Y | +14.7% | -24.7% | +39.4% | +23.6% |
| 3Y | +72.9% | -37.3% | +110.2% | +95.9% |
| 5Y | +13.1% | -35.0% | +48.2% | +25.6% |
| All | +48.8% | -40.8% | +89.5% | +53.4% |
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