-37.5%
U vs CPB
-39.9%
+2.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.7% |
| 7D | +4.5% | -8.2% | +12.7% | +4.0% |
| 30D | -0.6% | -5.6% | +5.0% | -0.9% |
| 3M | +48.4% | +3.0% | +45.5% | +48.8% |
| 6M | +115.4% | -12.7% | +128.1% | +111.8% |
| YTD | -3.2% | -18.0% | +14.8% | -5.1% |
| 1Y | -6.0% | -31.7% | +25.7% | -8.9% |
| 3Y | +13.5% | -41.0% | +54.4% | +9.1% |
| 5Y | -68.0% | -38.4% | -29.6% | -68.9% |
| All | -37.5% | -39.9% | +2.5% | -37.0% |
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