+88.1%
IT vs CPB
-40.9%
+129.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -7.5% | +2.9% | -10.4% | -7.9% |
| 30D | -1.2% | +17.6% | -18.8% | -3.5% |
| 3M | -2.2% | +2.0% | -4.2% | -2.7% |
| 6M | +19.1% | +11.6% | +7.4% | +17.4% |
| YTD | -25.1% | -13.8% | -11.4% | -24.3% |
| 1Y | -17.4% | -21.6% | +4.2% | -15.8% |
| 3Y | -54.1% | -35.8% | -18.3% | -52.7% |
| 5Y | -42.7% | -33.3% | -9.4% | -41.4% |
| 10Y | +88.1% | -39.4% | +127.6% | +91.2% |
| All | +88.1% | -40.9% | +129.0% | +91.2% |
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