+42,387.6%
RMD vs CPB
+144.4%
+42,243.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +2.3% | +8.0% | -5.7% | +0.9% |
| 30D | +4.1% | +22.4% | -18.3% | +0.2% |
| 3M | +5.7% | +2.5% | +3.2% | +4.9% |
| 6M | +12.9% | +12.2% | +0.7% | +10.1% |
| YTD | -1.5% | -12.8% | +11.3% | +0.3% |
| 1Y | -4.8% | -19.2% | +14.4% | -1.7% |
| 3Y | +57.5% | -35.6% | +93.0% | +67.8% |
| 5Y | -5.5% | -31.4% | +25.9% | -1.1% |
| 10Y | +357.8% | -37.9% | +395.7% | +379.9% |
| All | +42,387.6% | +144.4% | +42,243.2% | +50,849.5% |
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