+686.6%
P vs CPB
-37.5%
+724.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.3% |
| 7D | -23.8% | +8.0% | -31.8% | -22.7% |
| 30D | -36.6% | +22.4% | -59.0% | -34.2% |
| 3M | +10.9% | +3.8% | +7.0% | +12.8% |
| 6M | +30.0% | +13.7% | +16.3% | +34.0% |
| YTD | +44.4% | -11.7% | +56.1% | +45.8% |
| 1Y | +3.9% | -18.1% | +22.1% | +4.4% |
| 3Y | +176.6% | -34.7% | +211.3% | +172.9% |
| 5Y | +249.3% | -30.6% | +279.8% | +241.9% |
| All | +686.6% | -37.5% | +724.1% | +686.4% |
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