+243.0%
CB vs ALL
+367.3%
-124.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.5% | -3.9% | +2.4% | +0.7% |
| 30D | +6.5% | +10.6% | -4.1% | +0.3% |
| 3M | +4.1% | -4.6% | +8.6% | +6.6% |
| 6M | +14.4% | +20.2% | -5.8% | +2.1% |
| YTD | +17.5% | +23.7% | -6.2% | +2.7% |
| 1Y | +27.5% | +27.9% | -0.3% | +9.2% |
| 3Y | +71.6% | +109.2% | -37.6% | +7.1% |
| 5Y | +100.6% | +148.0% | -47.4% | +7.5% |
| 10Y | +243.0% | +363.8% | -120.8% | +39.4% |
| All | +243.0% | +367.3% | -124.3% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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