+99.7%
DD vs CPB
-40.9%
+140.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +2.2% | +2.9% | -0.6% | +1.7% |
| 30D | +20.7% | +17.6% | +3.1% | +17.5% |
| 3M | +11.3% | +2.0% | +9.3% | +10.6% |
| 6M | +6.0% | +11.6% | -5.7% | +3.5% |
| YTD | +31.7% | -13.8% | +45.5% | +33.9% |
| 1Y | +32.2% | -21.6% | +53.8% | +36.6% |
| 3Y | +92.7% | -35.8% | +128.5% | +103.7% |
| 5Y | +72.1% | -33.3% | +105.4% | +79.3% |
| 10Y | +99.7% | -39.4% | +139.1% | +112.5% |
| All | +99.7% | -40.9% | +140.6% | +112.5% |
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