+231.7%
RF vs CPB
-40.1%
+271.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -1.3% | -4.1% | +2.7% | -0.7% |
| 30D | +4.6% | +16.9% | -12.3% | +2.1% |
| 3M | -8.4% | -0.6% | -7.9% | -8.7% |
| 6M | +8.9% | +11.4% | -2.5% | +6.5% |
| YTD | +8.8% | -14.8% | +23.6% | +10.7% |
| 1Y | +18.9% | -24.8% | +43.7% | +23.3% |
| 3Y | +116.0% | -36.6% | +152.6% | +128.2% |
| 5Y | +46.0% | -33.3% | +79.4% | +52.4% |
| 10Y | +231.7% | -40.4% | +272.1% | +244.6% |
| All | +231.7% | -40.1% | +271.9% | +244.6% |
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