+800.7%
MSCI vs CPB
-40.9%
+841.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +2.7% | +2.9% | -0.2% | +2.3% |
| 30D | +16.2% | +17.6% | -1.4% | +13.6% |
| 3M | +17.1% | +2.0% | +15.0% | +16.5% |
| 6M | +13.0% | +11.6% | +1.4% | +10.9% |
| YTD | +15.8% | -13.8% | +29.5% | +17.3% |
| 1Y | +15.5% | -21.6% | +37.0% | +18.6% |
| 3Y | +32.3% | -35.8% | +68.1% | +38.9% |
| 5Y | +8.2% | -33.3% | +41.5% | +11.1% |
| 10Y | +800.7% | -39.4% | +840.1% | +832.0% |
| All | +800.7% | -40.9% | +841.6% | +832.0% |
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