+638.0%
XYZ vs CPB
-39.9%
+677.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.6% |
| 7D | +14.9% | +3.3% | +11.6% | +14.9% |
| 30D | +14.7% | +19.0% | -4.3% | +15.0% |
| 3M | +12.1% | +0.4% | +11.7% | +12.0% |
| 6M | +18.3% | +13.0% | +5.3% | +18.7% |
| YTD | +36.1% | -12.7% | +48.8% | +35.3% |
| 1Y | +35.3% | -20.9% | +56.2% | +34.1% |
| 3Y | +73.5% | -35.4% | +108.9% | +70.4% |
| 5Y | -61.6% | -32.3% | -29.3% | -62.4% |
| 10Y | +638.0% | -40.5% | +678.5% | +600.4% |
| All | +638.0% | -39.9% | +677.9% | +600.4% |
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