+1,006.2%
TER vs CPB
-40.9%
+1,047.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.3% |
| 7D | -8.9% | +2.9% | -11.8% | -8.7% |
| 30D | -39.1% | +17.6% | -56.7% | -38.3% |
| 3M | -32.8% | +2.0% | -34.8% | -32.3% |
| 6M | -31.7% | +11.6% | -43.4% | -31.2% |
| YTD | +26.9% | -13.8% | +40.7% | +28.4% |
| 1Y | +33.6% | -21.6% | +55.1% | +35.5% |
| 3Y | +181.5% | -35.8% | +217.3% | +186.1% |
| 5Y | +76.1% | -33.3% | +109.4% | +76.4% |
| 10Y | +1,006.2% | -39.4% | +1,045.6% | +1,035.5% |
| All | +1,006.2% | -40.9% | +1,047.1% | +1,035.5% |
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