+382.0%
EAT vs CPB
-45.7%
+427.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.1% | -3.4% |
| 7D | -4.9% | -8.2% | +3.3% | -4.9% |
| 30D | -1.2% | -5.6% | +4.4% | -1.2% |
| 3M | +52.2% | +3.0% | +49.3% | +52.2% |
| 6M | +65.0% | -12.7% | +77.8% | +65.0% |
| YTD | +55.0% | -18.0% | +73.0% | +55.0% |
| 1Y | +42.1% | -31.7% | +73.8% | +41.9% |
| 3Y | +614.7% | -41.0% | +655.7% | +611.8% |
| 5Y | +322.7% | -38.4% | +361.1% | +324.9% |
| 10Y | +382.0% | -45.0% | +427.0% | +376.0% |
| All | +382.0% | -45.7% | +427.7% | +376.0% |
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