+277.3%
RMD vs CPB
-44.5%
+321.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.6% |
| 7D | -4.5% | -8.2% | +3.8% | -2.7% |
| 30D | +4.6% | -5.6% | +10.2% | +5.8% |
| 3M | +14.8% | +3.0% | +11.8% | +13.8% |
| 6M | -12.1% | -12.7% | +0.6% | -9.8% |
| YTD | -7.5% | -18.0% | +10.5% | -3.9% |
| 1Y | -20.1% | -31.7% | +11.7% | -13.7% |
| 3Y | +53.9% | -41.0% | +94.8% | +69.4% |
| 5Y | -22.2% | -38.4% | +16.2% | -16.1% |
| All | +277.3% | -44.5% | +321.8% | +305.7% |
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