+309.3%
EAT vs CPB
-40.8%
+350.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -7.1% | -5.8% | -1.3% | -7.0% |
| 30D | -2.3% | +16.5% | -18.8% | -2.5% |
| 3M | -19.6% | -1.1% | -18.5% | -19.7% |
| 6M | +46.0% | +11.5% | +34.5% | +45.9% |
| YTD | +37.7% | -15.7% | +53.4% | +37.5% |
| 1Y | +73.8% | -24.7% | +98.5% | +73.5% |
| 3Y | +482.1% | -37.3% | +519.4% | +479.4% |
| 5Y | +362.5% | -35.0% | +397.5% | +364.8% |
| All | +309.3% | -40.8% | +350.1% | +289.7% |
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