+93.1%
ES vs CPB
-40.1%
+133.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.7% |
| 7D | +0.1% | -4.1% | +4.2% | +1.4% |
| 30D | +6.7% | +16.9% | -10.2% | +1.8% |
| 3M | +0.3% | -0.6% | +0.9% | 0.0% |
| 6M | +7.4% | +11.4% | -4.0% | +3.0% |
| YTD | +8.4% | -14.8% | +23.2% | +12.3% |
| 1Y | +0.6% | -24.8% | +25.4% | +8.3% |
| 3Y | +50.6% | -36.6% | +87.2% | +69.4% |
| 5Y | +4.8% | -33.3% | +38.2% | +15.4% |
| 10Y | +93.1% | -40.4% | +133.5% | +101.1% |
| All | +93.1% | -40.1% | +133.2% | +101.1% |
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