+79.8%
F vs CPB
-38.3%
+118.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +1.6% | +8.0% | -6.4% | +0.5% |
| 30D | +2.6% | +22.4% | -19.7% | -0.1% |
| 3M | -8.8% | +2.5% | -11.3% | -9.3% |
| 6M | +4.6% | +12.2% | -7.6% | +2.5% |
| YTD | -1.9% | -12.8% | +10.9% | -0.6% |
| 1Y | -0.8% | -19.2% | +18.4% | +1.6% |
| 3Y | +43.5% | -35.6% | +79.0% | +51.1% |
| 5Y | -12.1% | -31.4% | +19.4% | -8.5% |
| All | +79.8% | -38.3% | +118.2% | +95.7% |
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