+247.9%
CB vs ALL
+376.2%
-128.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.6% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +7.4% | +12.8% | -5.4% | 0.0% |
| 3M | +8.6% | +4.7% | +3.9% | +5.4% |
| 6M | +16.1% | +24.9% | -8.8% | +1.3% |
| YTD | +20.2% | +30.0% | -9.8% | +2.0% |
| 1Y | +27.2% | +29.9% | -2.7% | +7.8% |
| 3Y | +72.7% | +117.5% | -44.9% | +5.3% |
| 5Y | +105.9% | +161.7% | -55.8% | +6.8% |
| All | +247.9% | +376.2% | -128.3% | +36.3% |
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