+77.5%
O vs CPB
-40.8%
+118.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -0.4% | -5.8% | +5.4% | +0.8% |
| 30D | +8.3% | +16.5% | -8.2% | +5.0% |
| 3M | -4.0% | -1.1% | -2.9% | -4.1% |
| 6M | -2.6% | +11.5% | -14.1% | -5.2% |
| YTD | +9.9% | -15.7% | +25.6% | +12.7% |
| 1Y | +9.8% | -24.7% | +34.5% | +15.2% |
| 3Y | +39.7% | -37.3% | +77.0% | +51.3% |
| 5Y | +9.2% | -35.0% | +44.2% | +16.7% |
| All | +77.5% | -40.8% | +118.3% | +73.9% |
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