+208.8%
C vs CB
+246.9%
-38.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -0.9% |
| 7D | -0.4% | +0.7% | -1.1% | -0.9% |
| 30D | -5.2% | +8.2% | -13.3% | -10.4% |
| 3M | -9.1% | +6.3% | -15.4% | -13.2% |
| 6M | -1.6% | +16.2% | -17.8% | -13.0% |
| YTD | +6.9% | +19.3% | -12.4% | -8.0% |
| 1Y | +23.0% | +29.2% | -6.3% | -0.6% |
| 3Y | +216.1% | +71.4% | +144.7% | +97.1% |
| 5Y | +112.2% | +104.2% | +8.0% | +11.0% |
| 10Y | +208.8% | +246.7% | -37.9% | +5.7% |
| All | +208.8% | +246.9% | -38.1% | +5.7% |
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