+67.3%
F vs CPB
-38.9%
+106.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.4% |
| 7D | -3.1% | -1.6% | -1.5% | -2.9% |
| 30D | 0.0% | +19.2% | -19.2% | -2.3% |
| 3M | -13.2% | -0.9% | -12.3% | -13.3% |
| 6M | -10.2% | +15.2% | -25.4% | -12.4% |
| YTD | -4.9% | -13.1% | +8.1% | -3.6% |
| 1Y | -6.1% | -22.4% | +16.3% | -3.2% |
| 3Y | +46.0% | -35.3% | +81.3% | +53.8% |
| 5Y | -15.7% | -33.0% | +17.3% | -12.0% |
| All | +67.3% | -38.9% | +106.2% | +71.2% |
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