+98.2%
DD vs CPB
-38.9%
+137.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.1% |
| 7D | +5.0% | -1.6% | +6.5% | +5.2% |
| 30D | +19.7% | +19.2% | +0.5% | +16.3% |
| 3M | +7.2% | -0.9% | +8.1% | +7.0% |
| 6M | +1.0% | +15.2% | -14.2% | -1.8% |
| YTD | +29.1% | -13.1% | +42.2% | +31.1% |
| 1Y | +28.5% | -22.4% | +50.9% | +33.0% |
| 3Y | +89.4% | -35.3% | +124.8% | +100.0% |
| 5Y | +67.1% | -33.0% | +100.1% | +74.0% |
| All | +98.2% | -38.9% | +137.1% | +110.2% |
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