-48.8%
S vs CPB
-37.8%
-11.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.5% |
| 7D | -13.4% | +8.0% | -21.4% | -12.8% |
| 30D | -14.0% | +22.4% | -36.4% | -12.4% |
| 3M | +4.9% | +2.5% | +2.3% | +5.3% |
| 6M | +42.0% | +12.2% | +29.8% | +44.1% |
| YTD | +45.1% | -12.8% | +57.9% | +43.0% |
| 1Y | +33.1% | -19.2% | +52.2% | +29.6% |
| 3Y | +40.6% | -35.6% | +76.2% | +32.4% |
| 5Y | -67.5% | -31.4% | -36.0% | -67.0% |
| All | -48.8% | -37.8% | -11.0% | -49.9% |
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