+248.2%
CB vs AR
+44.3%
+203.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +0.2% | -14.3% | +14.5% | +1.6% |
| 30D | +9.1% | +1.4% | +7.6% | +8.8% |
| 3M | +3.4% | +3.4% | 0.0% | +2.9% |
| 6M | +14.1% | -2.1% | +16.2% | +14.0% |
| YTD | +18.0% | +4.7% | +13.3% | +16.8% |
| 1Y | +30.1% | +10.6% | +19.6% | +28.0% |
| 3Y | +71.8% | +24.6% | +47.2% | +64.6% |
| 5Y | +101.8% | +71.9% | +29.9% | +83.9% |
| All | +248.2% | +44.3% | +203.9% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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