+29.7%
Q vs CPB
-26.1%
+55.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.6% | +3.0% |
| 7D | +6.7% | -8.2% | +15.0% | +3.3% |
| 30D | -10.6% | -5.6% | -5.0% | -12.3% |
| 3M | -14.6% | +3.0% | -17.6% | -12.7% |
| 6M | +12.1% | -12.7% | +24.8% | +11.4% |
| YTD | +51.3% | -18.0% | +69.2% | +50.8% |
| All | +29.7% | -26.1% | +55.8% | +28.4% |
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