+107.3%
PR vs CPB
-47.3%
+154.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.9% |
| 7D | +2.9% | -8.6% | +11.5% | +2.0% |
| 30D | +18.0% | -7.2% | +25.3% | +17.3% |
| 3M | +16.9% | +0.9% | +16.0% | +17.2% |
| 6M | +28.2% | -11.8% | +40.0% | +27.1% |
| YTD | +69.3% | -19.4% | +88.7% | +66.5% |
| 1Y | +69.5% | -30.4% | +99.9% | +64.3% |
| 3Y | +81.7% | -40.2% | +121.8% | +73.9% |
| 5Y | +422.2% | -39.5% | +461.8% | +404.7% |
| All | +107.3% | -47.3% | +154.6% | +96.2% |
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