+337.2%
IR vs CPB
-45.8%
+383.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +4.3% | -5.8% | +10.1% | +4.6% |
| 30D | +8.1% | +16.5% | -8.4% | +7.0% |
| 3M | +0.7% | -1.1% | +1.8% | +0.7% |
| 6M | +16.6% | +11.5% | +5.1% | +15.6% |
| YTD | +7.8% | -15.7% | +23.5% | +8.7% |
| 1Y | +9.9% | -24.7% | +34.6% | +11.7% |
| 3Y | +25.2% | -37.3% | +62.5% | +27.9% |
| 5Y | +46.8% | -35.0% | +81.8% | +49.6% |
| All | +337.2% | -45.8% | +383.1% | +350.9% |
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