+76.2%
O vs CPB
-38.9%
+115.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.4% |
| 7D | -0.4% | -1.6% | +1.2% | -0.1% |
| 30D | +7.1% | +19.2% | -12.1% | +3.3% |
| 3M | -5.2% | -0.9% | -4.3% | -5.4% |
| 6M | -1.8% | +15.2% | -17.0% | -5.0% |
| YTD | +9.1% | -13.1% | +22.1% | +11.2% |
| 1Y | +9.7% | -22.4% | +32.1% | +14.3% |
| 3Y | +39.1% | -35.3% | +74.4% | +49.7% |
| 5Y | +8.4% | -33.0% | +41.3% | +15.1% |
| All | +76.2% | -38.9% | +115.1% | +71.5% |
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