+121.7%
EW vs CPB
-45.7%
+167.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.3% | -3.7% |
| 7D | -4.4% | -8.2% | +3.8% | -3.6% |
| 30D | -3.3% | -5.6% | +2.3% | -2.8% |
| 3M | +1.0% | +3.0% | -2.0% | +0.6% |
| 6M | +6.2% | -12.7% | +18.9% | +7.4% |
| YTD | +1.7% | -18.0% | +19.7% | +3.3% |
| 1Y | +8.1% | -31.7% | +39.9% | +11.9% |
| 3Y | +17.1% | -41.0% | +58.0% | +22.0% |
| 5Y | -29.4% | -38.4% | +9.0% | -27.6% |
| 10Y | +121.7% | -45.0% | +166.7% | +125.8% |
| All | +121.7% | -45.7% | +167.4% | +125.8% |
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