+94.6%
IT vs CPB
-44.5%
+139.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.8% | -9.2% | -7.7% |
| 7D | -9.1% | -8.2% | -0.9% | -8.1% |
| 30D | -7.0% | -5.6% | -1.4% | -6.3% |
| 3M | +7.6% | +3.0% | +4.7% | +7.4% |
| 6M | +2.1% | -12.7% | +14.8% | +3.5% |
| YTD | -31.6% | -18.0% | -13.6% | -30.2% |
| 1Y | -29.9% | -31.7% | +1.8% | -27.3% |
| 3Y | -51.3% | -41.0% | -10.3% | -49.1% |
| 5Y | -44.8% | -38.4% | -6.4% | -42.8% |
| All | +94.6% | -44.5% | +139.1% | +99.1% |
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