+65.3%
T vs CPB
-45.7%
+111.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -1.5% | -8.2% | +6.7% | +0.3% |
| 30D | +7.6% | -5.6% | +13.2% | +8.8% |
| 3M | +15.3% | +3.0% | +12.3% | +14.1% |
| 6M | -8.5% | -12.7% | +4.2% | -6.1% |
| YTD | +6.8% | -18.0% | +24.7% | +10.8% |
| 1Y | -7.2% | -31.7% | +24.5% | +0.2% |
| 3Y | +108.2% | -41.0% | +149.2% | +130.8% |
| 5Y | +66.1% | -38.4% | +104.4% | +80.7% |
| 10Y | +65.3% | -45.0% | +110.3% | +84.0% |
| All | +65.3% | -45.7% | +111.0% | +84.0% |
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