+82.7%
O vs CPB
-40.9%
+123.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +3.5% | +2.9% | +0.7% | +2.9% |
| 30D | +10.4% | +17.6% | -7.2% | +6.8% |
| 3M | -2.4% | +2.0% | -4.5% | -3.1% |
| 6M | -1.2% | +11.6% | -12.8% | -3.8% |
| YTD | +10.4% | -13.8% | +24.2% | +12.7% |
| 1Y | +11.4% | -21.6% | +33.0% | +15.9% |
| 3Y | +40.4% | -35.8% | +76.2% | +51.3% |
| 5Y | +12.1% | -33.3% | +45.4% | +19.2% |
| 10Y | +82.7% | -39.4% | +122.2% | +74.4% |
| All | +82.7% | -40.9% | +123.6% | +74.4% |
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