+89.2%
ES vs CPB
-40.9%
+130.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +0.9% | +2.9% | -2.0% | 0.0% |
| 30D | +5.9% | +17.6% | -11.7% | +0.8% |
| 3M | -1.0% | +2.0% | -3.1% | -2.1% |
| 6M | +7.2% | +11.6% | -4.5% | +2.8% |
| YTD | +7.0% | -13.8% | +20.7% | +10.5% |
| 1Y | +0.5% | -21.6% | +22.0% | +6.7% |
| 3Y | +48.7% | -35.8% | +84.5% | +66.6% |
| 5Y | +1.9% | -33.3% | +35.2% | +12.2% |
| 10Y | +89.2% | -39.4% | +128.6% | +95.6% |
| All | +89.2% | -40.9% | +130.1% | +95.6% |
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