+42,172.8%
RMD vs CPB
+141.8%
+42,031.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +3.1% | +2.9% | +0.2% | +2.6% |
| 30D | +1.8% | +17.6% | -15.8% | -1.3% |
| 3M | +6.7% | +2.0% | +4.7% | +6.0% |
| 6M | +13.9% | +11.6% | +2.3% | +11.2% |
| YTD | -2.0% | -13.8% | +11.8% | 0.0% |
| 1Y | -5.4% | -21.6% | +16.2% | -1.8% |
| 3Y | +67.4% | -35.8% | +103.2% | +78.5% |
| 5Y | -5.7% | -33.3% | +27.6% | -0.9% |
| 10Y | +338.4% | -39.4% | +377.8% | +361.7% |
| All | +42,172.8% | +141.8% | +42,031.0% | +50,697.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling