+1,077.0%
TER vs CPB
-40.1%
+1,117.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.5% | +8.2% |
| 7D | +5.9% | -4.1% | +10.0% | +5.6% |
| 30D | -30.8% | +16.9% | -47.7% | -29.9% |
| 3M | -29.9% | -0.6% | -29.4% | -29.6% |
| 6M | -27.5% | +11.4% | -38.8% | -27.0% |
| YTD | +37.5% | -14.8% | +52.3% | +38.9% |
| 1Y | +50.3% | -24.8% | +75.0% | +52.5% |
| 3Y | +204.9% | -36.6% | +241.5% | +209.6% |
| 5Y | +89.2% | -33.3% | +122.5% | +89.0% |
| 10Y | +1,077.0% | -40.4% | +1,117.3% | +1,103.5% |
| All | +1,077.0% | -40.1% | +1,117.1% | +1,103.5% |
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