-4.0%
M vs CPB
-47.3%
+43.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +3.1% |
| 7D | +4.7% | -8.6% | +13.3% | +6.2% |
| 30D | -9.6% | -7.2% | -2.4% | -8.6% |
| 3M | +0.9% | +0.9% | 0.0% | +0.5% |
| 6M | +22.3% | -11.8% | +34.1% | +24.3% |
| YTD | +6.5% | -19.4% | +25.9% | +9.7% |
| 1Y | +38.8% | -30.4% | +69.1% | +46.3% |
| 3Y | +115.9% | -40.2% | +156.1% | +131.1% |
| 5Y | +28.6% | -39.5% | +68.1% | +37.4% |
| All | -4.0% | -47.3% | +43.4% | +8.2% |
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