+318.5%
TPR vs CPB
-47.3%
+365.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | -2.3% | -8.6% | +6.3% | -1.8% |
| 30D | -23.0% | -7.2% | -15.7% | -22.7% |
| 3M | -12.5% | +0.9% | -13.4% | -12.7% |
| 6M | -21.4% | -11.8% | -9.6% | -21.0% |
| YTD | -3.5% | -19.4% | +15.9% | -2.4% |
| 1Y | +17.4% | -30.4% | +47.7% | +19.6% |
| 3Y | +291.3% | -40.2% | +331.4% | +301.0% |
| 5Y | +241.9% | -39.5% | +281.4% | +248.9% |
| All | +318.5% | -47.3% | +365.8% | +338.6% |
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