-44.7%
S vs CPB
-37.8%
-6.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.2% | +9.2% | +7.9% |
| 7D | +1.6% | +3.3% | -1.7% | +1.9% |
| 30D | -10.5% | +19.0% | -29.5% | -9.1% |
| 3M | +9.9% | +0.4% | +9.5% | +10.1% |
| 6M | +41.8% | +13.0% | +28.8% | +43.9% |
| YTD | +56.8% | -12.7% | +69.5% | +54.5% |
| 1Y | +39.0% | -20.9% | +59.9% | +34.9% |
| 3Y | +53.8% | -35.4% | +89.2% | +44.9% |
| 5Y | -68.6% | -32.3% | -36.3% | -68.2% |
| All | -44.7% | -37.8% | -6.9% | -45.9% |
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