+44.1%
PL vs CPB
-42.4%
+86.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.9% |
| 7D | +5.6% | +2.9% | +2.8% | +6.3% |
| 30D | -16.9% | +17.6% | -34.5% | -14.2% |
| 3M | -38.2% | +2.0% | -40.3% | -37.5% |
| 6M | -63.4% | +11.6% | -75.1% | -62.2% |
| YTD | -27.6% | -13.8% | -13.9% | -27.9% |
| 1Y | +6.6% | -21.6% | +28.1% | +4.7% |
| 3Y | +557.6% | -35.8% | +593.4% | +530.4% |
| 5Y | +39.5% | -33.3% | +72.8% | +42.5% |
| All | +44.1% | -42.4% | +86.6% | +47.1% |
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