+217.0%
W vs CPB
-40.9%
+257.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.6% |
| 7D | +1.1% | +2.9% | -1.8% | +0.8% |
| 30D | +6.4% | +17.6% | -11.2% | +4.7% |
| 3M | +9.0% | +2.0% | +6.9% | +8.5% |
| 6M | +69.8% | +11.6% | +58.2% | +68.0% |
| YTD | +12.1% | -13.8% | +25.8% | +12.9% |
| 1Y | 0.0% | -21.6% | +21.6% | +1.7% |
| 3Y | +160.3% | -35.8% | +196.2% | +167.6% |
| 5Y | -53.3% | -33.3% | -20.0% | -52.7% |
| 10Y | +217.0% | -39.4% | +256.4% | +229.9% |
| All | +217.0% | -40.9% | +257.9% | +229.9% |
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