-44.0%
S vs CPB
-39.3%
-4.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.4% |
| 7D | +1.2% | -4.1% | +5.3% | +0.9% |
| 30D | -7.3% | +16.9% | -24.3% | -6.1% |
| 3M | +5.9% | -0.6% | +6.4% | +6.0% |
| 6M | +45.6% | +11.4% | +34.2% | +47.6% |
| YTD | +58.5% | -14.8% | +73.4% | +55.8% |
| 1Y | +37.6% | -24.8% | +62.4% | +32.7% |
| 3Y | +51.7% | -36.6% | +88.3% | +42.8% |
| 5Y | -67.5% | -33.3% | -34.1% | -67.1% |
| All | -44.0% | -39.3% | -4.8% | -45.4% |
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