+537.5%
MAR vs CPB
-40.9%
+578.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.8% | +2.7% |
| 7D | +2.9% | +2.9% | 0.0% | +2.8% |
| 30D | +17.0% | +17.6% | -0.5% | +17.1% |
| 3M | +23.2% | +2.0% | +21.1% | +23.1% |
| 6M | +21.7% | +11.6% | +10.1% | +21.8% |
| YTD | +38.9% | -13.8% | +52.6% | +38.5% |
| 1Y | +48.7% | -21.6% | +70.2% | +48.1% |
| 3Y | +122.9% | -35.8% | +158.7% | +121.3% |
| 5Y | +177.5% | -33.3% | +210.8% | +178.4% |
| 10Y | +537.5% | -39.4% | +577.0% | +514.4% |
| All | +537.5% | -40.9% | +578.4% | +514.4% |
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