+675.5%
BE vs CB
+215.4%
+460.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.4% | +12.3% | +12.1% |
| 7D | -1.2% | -1.5% | +0.3% | -0.8% |
| 30D | -30.9% | +6.5% | -37.4% | -32.6% |
| 3M | -11.6% | +4.1% | -15.7% | -13.3% |
| 6M | -25.7% | +14.4% | -40.1% | -31.3% |
| YTD | +123.1% | +17.5% | +105.6% | +101.1% |
| 1Y | +43.4% | +27.5% | +15.8% | +23.5% |
| 3Y | +1,683.6% | +71.6% | +1,612.0% | +1,168.3% |
| 5Y | +465.4% | +100.6% | +364.8% | +261.1% |
| All | +675.5% | +215.4% | +460.1% | +233.3% |
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