+355.6%
RMD vs CPB
-38.9%
+394.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.5% |
| 7D | +2.1% | -1.6% | +3.6% | +2.4% |
| 30D | +2.1% | +19.2% | -17.1% | -2.0% |
| 3M | +6.2% | -0.9% | +7.2% | +6.1% |
| 6M | +19.4% | +15.2% | +4.1% | +15.1% |
| YTD | +0.5% | -13.1% | +13.6% | +2.8% |
| 1Y | -3.9% | -22.4% | +18.5% | +0.7% |
| 3Y | +72.5% | -35.3% | +107.8% | +85.8% |
| 5Y | -1.5% | -33.0% | +31.5% | +4.0% |
| All | +355.6% | -38.9% | +394.5% | +390.6% |
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