+246.7%
CB vs A
+308.8%
-62.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +7.3% | +3.3% | +4.0% | +6.3% |
| 3M | +7.0% | +18.5% | -11.5% | +2.1% |
| 6M | +16.3% | +59.3% | -43.0% | +1.8% |
| YTD | +19.7% | +31.0% | -11.3% | +10.0% |
| 1Y | +27.8% | +19.3% | +8.5% | +20.5% |
| 3Y | +72.0% | +66.8% | +5.2% | +39.3% |
| 5Y | +104.9% | +15.5% | +89.4% | +86.2% |
| 10Y | +246.7% | +312.3% | -65.6% | +98.7% |
| All | +246.7% | +308.8% | -62.1% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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