+707.7%
BE vs CB
+222.7%
+485.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +20.5% | 0.0% | +20.5% | +20.5% |
| 30D | -23.4% | +7.4% | -30.7% | -25.5% |
| 3M | -14.9% | +8.6% | -23.5% | -17.8% |
| 6M | -28.1% | +16.1% | -44.2% | -33.8% |
| YTD | +132.4% | +20.2% | +112.2% | +107.7% |
| 1Y | +59.4% | +27.2% | +32.2% | +38.1% |
| 3Y | +1,815.8% | +72.7% | +1,743.2% | +1,264.9% |
| 5Y | +491.3% | +105.9% | +385.4% | +273.8% |
| All | +707.7% | +222.7% | +485.1% | +244.4% |
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