+345.2%
IR vs CPB
-43.9%
+389.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +4.8% |
| 7D | +5.0% | +3.3% | +1.8% | +4.8% |
| 30D | +10.3% | +19.0% | -8.7% | +9.1% |
| 3M | -0.1% | +0.4% | -0.5% | -0.1% |
| 6M | +14.8% | +13.0% | +1.8% | +13.7% |
| YTD | +9.7% | -12.7% | +22.5% | +10.5% |
| 1Y | +12.2% | -20.9% | +33.1% | +13.7% |
| 3Y | +30.0% | -35.4% | +65.4% | +32.5% |
| 5Y | +46.8% | -32.3% | +79.1% | +49.3% |
| All | +345.2% | -43.9% | +389.1% | +358.1% |
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