+0.5%
M vs CPB
-39.9%
+40.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.2% | +9.3% | +8.3% |
| 7D | +2.5% | +3.3% | -0.7% | +2.0% |
| 30D | +10.1% | +19.0% | -8.9% | +6.9% |
| 3M | -0.9% | +0.4% | -1.4% | -1.3% |
| 6M | +30.2% | +13.0% | +17.2% | +27.2% |
| YTD | +16.3% | -12.7% | +29.0% | +18.0% |
| 1Y | +27.0% | -20.9% | +47.8% | +30.9% |
| 3Y | +154.5% | -35.4% | +189.9% | +168.5% |
| 5Y | -1.1% | -32.3% | +31.2% | +3.7% |
| 10Y | +0.5% | -40.5% | +41.0% | +10.7% |
| All | +0.5% | -39.9% | +40.4% | +10.7% |
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