+376.0%
NDAQ vs CPB
-45.7%
+421.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.2% |
| 7D | -2.6% | -8.2% | +5.7% | -1.3% |
| 30D | +0.5% | -5.6% | +6.1% | +1.3% |
| 3M | +9.9% | +3.0% | +6.9% | +9.0% |
| 6M | +8.2% | -12.7% | +20.9% | +10.2% |
| YTD | -1.5% | -18.0% | +16.5% | +1.1% |
| 1Y | +1.3% | -31.7% | +33.1% | +7.1% |
| 3Y | +92.6% | -41.0% | +133.5% | +106.8% |
| 5Y | +53.8% | -38.4% | +92.2% | +60.9% |
| 10Y | +376.0% | -45.0% | +420.9% | +406.0% |
| All | +376.0% | -45.7% | +421.6% | +406.0% |
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