+95.7%
ES vs CPB
-40.8%
+136.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.2% |
| 7D | -1.1% | -5.8% | +4.7% | +0.7% |
| 30D | +8.2% | +16.5% | -8.3% | +3.3% |
| 3M | +0.6% | -1.1% | +1.7% | +0.4% |
| 6M | +6.0% | +11.5% | -5.5% | +1.6% |
| YTD | +9.3% | -15.7% | +25.1% | +13.7% |
| 1Y | +1.1% | -24.7% | +25.8% | +8.8% |
| 3Y | +51.9% | -37.3% | +89.2% | +71.5% |
| 5Y | +6.5% | -35.0% | +41.5% | +18.1% |
| All | +95.7% | -40.8% | +136.5% | +104.9% |
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