+239.8%
EW vs CPB
-39.9%
+279.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.6% |
| 7D | +12.3% | +3.3% | +9.0% | +11.9% |
| 30D | +22.9% | +19.0% | +3.9% | +20.8% |
| 3M | +16.7% | +0.4% | +16.3% | +16.5% |
| 6M | +31.0% | +13.0% | +18.0% | +29.1% |
| YTD | +22.8% | -12.7% | +35.6% | +23.7% |
| 1Y | +25.6% | -20.9% | +46.4% | +27.7% |
| 3Y | +62.0% | -35.4% | +97.4% | +66.6% |
| 5Y | -12.8% | -32.3% | +19.5% | -11.7% |
| 10Y | +239.8% | -40.5% | +280.3% | +259.4% |
| All | +239.8% | -39.9% | +279.7% | +259.4% |
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