+97.3%
ES vs CPB
-38.9%
+136.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.1% |
| 7D | +2.7% | -1.6% | +4.3% | +3.2% |
| 30D | +7.6% | +19.2% | -11.6% | +2.0% |
| 3M | +0.5% | -0.9% | +1.4% | +0.3% |
| 6M | +7.6% | +15.2% | -7.6% | +2.2% |
| YTD | +10.2% | -13.1% | +23.3% | +13.5% |
| 1Y | +1.8% | -22.4% | +24.3% | +8.6% |
| 3Y | +55.4% | -35.3% | +90.7% | +73.7% |
| 5Y | +7.3% | -33.0% | +40.3% | +18.0% |
| All | +97.3% | -38.9% | +136.2% | +104.6% |
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