+286.5%
C vs BB
+3.3%
+283.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.1% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | +1.3% | -12.4% | +13.6% | +3.4% |
| 3M | +3.1% | -15.3% | +18.4% | +4.7% |
| 6M | +29.6% | +128.8% | -99.2% | +9.0% |
| YTD | +19.0% | +107.7% | -88.7% | +1.7% |
| 1Y | +45.6% | +103.9% | -58.2% | +24.1% |
| 3Y | +269.3% | +72.6% | +196.7% | +208.3% |
| 5Y | +131.6% | -24.3% | +155.8% | +114.6% |
| 10Y | +286.5% | +3.1% | +283.4% | +138.4% |
| All | +286.5% | +3.3% | +283.3% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling