+20.3%
SGOV vs CPB
-48.4%
+68.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | 0.0% | -1.8% | +1.8% | +0.1% |
| 30D | +0.3% | -7.1% | +7.4% | +0.3% |
| 3M | +0.9% | -6.0% | +7.0% | +0.9% |
| 6M | +1.8% | -5.3% | +7.1% | +1.8% |
| YTD | +2.5% | -20.8% | +23.4% | +2.5% |
| 1Y | +3.8% | -33.8% | +37.6% | +3.8% |
| 3Y | +14.4% | -43.7% | +58.1% | +14.4% |
| 5Y | +20.2% | -40.7% | +60.9% | +20.2% |
| All | +20.3% | -48.4% | +68.7% | +20.3% |
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