+584.9%
XYZ vs CPB
-38.9%
+623.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +2.8% |
| 7D | -1.1% | -1.6% | +0.5% | -1.1% |
| 30D | +11.5% | +19.2% | -7.7% | +11.9% |
| 3M | +1.8% | -0.9% | +2.7% | +1.7% |
| 6M | +21.2% | +15.2% | +6.0% | +21.7% |
| YTD | +29.9% | -13.1% | +43.0% | +29.1% |
| 1Y | +35.8% | -22.4% | +58.2% | +34.4% |
| 3Y | +62.6% | -35.3% | +97.9% | +59.6% |
| 5Y | -62.8% | -33.0% | -29.8% | -63.6% |
| All | +584.9% | -38.9% | +623.7% | +556.4% |
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