+41,132.7%
RMD vs CPB
+125.9%
+41,006.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.3% |
| 7D | -5.0% | -8.6% | +3.6% | -3.4% |
| 30D | +2.2% | -7.2% | +9.5% | +3.5% |
| 3M | +17.8% | +0.9% | +17.0% | +17.5% |
| 6M | -11.3% | -11.8% | +0.5% | -9.6% |
| YTD | -4.4% | -19.4% | +15.0% | -1.0% |
| 1Y | -15.7% | -30.4% | +14.7% | -10.5% |
| 3Y | +47.7% | -40.2% | +87.9% | +59.8% |
| 5Y | -19.2% | -39.5% | +20.3% | -13.4% |
| 10Y | +280.4% | -47.4% | +327.8% | +311.2% |
| All | +41,132.7% | +125.9% | +41,006.7% | +50,161.5% |
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