-47.8%
S vs CPB
-38.0%
-9.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.1% |
| 7D | +2.0% | -1.6% | +3.5% | +1.8% |
| 30D | -2.7% | +19.2% | -21.9% | -1.2% |
| 3M | -6.9% | -0.9% | -5.9% | -6.8% |
| 6M | +38.1% | +15.2% | +22.8% | +40.5% |
| YTD | +48.0% | -13.1% | +61.1% | +45.7% |
| 1Y | +34.5% | -22.4% | +56.9% | +30.1% |
| 3Y | +38.3% | -35.3% | +73.6% | +30.5% |
| 5Y | -70.9% | -33.0% | -37.9% | -70.6% |
| All | -47.8% | -38.0% | -9.8% | -49.0% |
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