+634.6%
P vs CPB
-38.9%
+673.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -1.4% |
| 7D | +11.6% | -1.6% | +13.2% | +11.4% |
| 30D | -23.7% | +19.2% | -42.9% | -21.1% |
| 3M | -8.0% | -0.9% | -7.0% | -6.9% |
| 6M | +27.9% | +15.2% | +12.7% | +32.0% |
| YTD | +61.2% | -13.1% | +74.2% | +62.4% |
| 1Y | +28.6% | -22.4% | +51.0% | +28.5% |
| 3Y | +200.5% | -35.3% | +235.8% | +195.9% |
| 5Y | +282.9% | -33.0% | +315.9% | +274.3% |
| All | +634.6% | -38.9% | +673.5% | +588.8% |
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