+188.2%
B vs CB
+218.6%
-30.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.1% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +9.4% | -3.1% | +12.5% | +9.6% |
| 3M | +5.0% | +9.0% | -4.0% | +4.2% |
| 6M | -3.5% | +2.9% | -6.4% | -3.8% |
| YTD | +4.5% | +10.1% | -5.7% | +3.5% |
| 1Y | +67.8% | +22.8% | +45.0% | +64.4% |
| 3Y | +196.7% | +73.8% | +122.9% | +183.0% |
| 5Y | +151.9% | +99.2% | +52.8% | +137.4% |
| All | +188.2% | +218.6% | -30.4% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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