+49.5%
EQT vs CPB
-45.5%
+95.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.1% |
| 7D | -1.2% | -5.4% | +4.2% | -0.5% |
| 30D | +1.1% | -7.8% | +8.9% | +2.0% |
| 3M | +4.8% | -6.9% | +11.7% | +5.4% |
| 6M | -10.6% | -12.2% | +1.6% | -9.5% |
| YTD | +3.4% | -21.1% | +24.5% | +6.1% |
| 1Y | +8.7% | -33.5% | +42.2% | +14.3% |
| 3Y | +35.0% | -43.2% | +78.1% | +43.1% |
| 5Y | +204.2% | -40.9% | +245.1% | +215.6% |
| All | +49.5% | -45.5% | +95.0% | +64.0% |
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