-26.3%
U vs CPB
-36.9%
+10.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.2% |
| 7D | +24.4% | +2.9% | +21.5% | +24.5% |
| 30D | +7.4% | +17.6% | -10.2% | +8.4% |
| 3M | +16.8% | +2.0% | +14.8% | +17.2% |
| 6M | +78.8% | +11.6% | +67.1% | +80.3% |
| YTD | +14.0% | -13.8% | +27.7% | +12.2% |
| 1Y | +16.7% | -21.6% | +38.3% | +14.1% |
| 3Y | +86.4% | -35.8% | +122.2% | +80.7% |
| 5Y | -71.5% | -33.3% | -38.2% | -72.2% |
| All | -26.3% | -36.9% | +10.5% | -25.5% |
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