+200.5%
B vs CB
+246.2%
-45.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | +11.3% | -1.5% | +12.8% | +11.4% |
| 30D | +2.9% | +6.5% | -3.6% | +2.6% |
| 3M | -2.9% | +4.1% | -6.9% | -3.1% |
| 6M | -1.2% | +14.4% | -15.6% | -2.1% |
| YTD | -1.3% | +17.5% | -18.8% | -2.5% |
| 1Y | +30.4% | +27.5% | +2.9% | +27.9% |
| 3Y | +195.3% | +71.6% | +123.7% | +183.3% |
| 5Y | +146.2% | +100.6% | +45.6% | +133.4% |
| 10Y | +200.5% | +243.0% | -42.5% | +215.0% |
| All | +200.5% | +246.2% | -45.7% | +215.0% |
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