+208.6%
B vs CB
+246.9%
-38.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.6% | -7.7% | -6.2% |
| 7D | +7.1% | +0.7% | +6.4% | +7.1% |
| 30D | -3.3% | +8.2% | -11.5% | -3.8% |
| 3M | -2.5% | +6.3% | -8.8% | -2.9% |
| 6M | -7.2% | +16.2% | -23.4% | -8.2% |
| YTD | -7.4% | +19.3% | -26.7% | -8.6% |
| 1Y | +16.4% | +29.2% | -12.8% | +14.1% |
| 3Y | +178.7% | +71.4% | +107.3% | +167.4% |
| 5Y | +121.7% | +104.2% | +17.4% | +109.8% |
| 10Y | +208.6% | +246.7% | -38.0% | +214.8% |
| All | +208.6% | +246.9% | -38.3% | +214.8% |
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