+216.8%
CB vs BB
+3.3%
+213.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.7% | -1.6% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | -3.9% | -12.4% | +8.5% | -3.4% |
| 3M | +4.9% | -15.3% | +20.2% | +5.3% |
| 6M | +3.3% | +128.8% | -125.5% | -2.3% |
| YTD | +8.5% | +107.7% | -99.1% | +3.2% |
| 1Y | +22.1% | +103.9% | -81.8% | +15.9% |
| 3Y | +70.1% | +72.6% | -2.5% | +59.8% |
| 5Y | +97.4% | -24.3% | +121.6% | +93.0% |
| 10Y | +216.8% | +3.1% | +213.7% | +158.6% |
| All | +216.8% | +3.3% | +213.5% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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