+232.1%
W vs CPB
-37.5%
+269.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.3% |
| 7D | -3.6% | +8.0% | -11.6% | -4.3% |
| 30D | +7.0% | +22.4% | -15.4% | +4.9% |
| 3M | +7.4% | +3.8% | +3.5% | +6.8% |
| 6M | +69.3% | +13.7% | +55.7% | +67.2% |
| YTD | +11.3% | -11.7% | +23.0% | +11.8% |
| 1Y | +13.2% | -18.1% | +31.3% | +14.5% |
| 3Y | +142.0% | -34.7% | +176.8% | +147.8% |
| 5Y | -54.6% | -30.6% | -24.1% | -54.2% |
| All | +232.1% | -37.5% | +269.6% | +273.8% |
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