+144.9%
W vs CPB
-47.3%
+192.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +2.9% |
| 7D | -4.2% | -8.6% | +4.4% | -3.4% |
| 30D | -7.6% | -7.2% | -0.3% | -7.0% |
| 3M | +37.2% | +0.9% | +36.3% | +37.0% |
| 6M | +26.3% | -11.8% | +38.1% | +27.5% |
| YTD | -1.0% | -19.4% | +18.4% | +0.5% |
| 1Y | +20.1% | -30.4% | +50.5% | +23.6% |
| 3Y | +37.8% | -40.2% | +77.9% | +42.7% |
| 5Y | -63.7% | -39.5% | -24.1% | -62.7% |
| All | +144.9% | -47.3% | +192.2% | +178.5% |
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