+217.1%
W vs CPB
-40.1%
+257.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | -7.4% | -4.1% | -3.3% | -7.0% |
| 30D | +7.8% | +16.9% | -9.1% | +6.1% |
| 3M | +10.9% | -0.6% | +11.4% | +10.7% |
| 6M | +86.4% | +11.4% | +75.1% | +84.5% |
| YTD | +14.0% | -14.8% | +28.8% | +14.9% |
| 1Y | +3.5% | -24.8% | +28.3% | +5.7% |
| 3Y | +164.8% | -36.6% | +201.4% | +172.5% |
| 5Y | -53.1% | -33.3% | -19.8% | -52.5% |
| All | +217.1% | -40.1% | +257.2% | +232.9% |
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