+495.0%
NDAQ vs CPB
-40.1%
+535.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | 0.0% | -4.1% | +4.1% | +0.7% |
| 30D | +16.3% | +16.9% | -0.6% | +13.3% |
| 3M | +15.8% | -0.6% | +16.4% | +15.5% |
| 6M | +24.8% | +11.4% | +13.5% | +22.0% |
| YTD | +14.1% | -14.8% | +28.9% | +16.2% |
| 1Y | +26.5% | -24.8% | +51.3% | +31.5% |
| 3Y | +119.1% | -36.6% | +155.8% | +132.1% |
| 5Y | +70.9% | -33.3% | +104.3% | +75.8% |
| All | +495.0% | -40.1% | +535.1% | +511.9% |
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