+247.9%
CB vs BBWI
-48.2%
+296.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.8% |
| 7D | 0.0% | -4.5% | +4.6% | +0.6% |
| 30D | +7.4% | +17.1% | -9.7% | +5.2% |
| 3M | +8.6% | +17.5% | -8.9% | +6.0% |
| 6M | +16.1% | +12.8% | +3.3% | +13.3% |
| YTD | +20.2% | +8.2% | +12.0% | +16.9% |
| 1Y | +27.2% | -1.8% | +29.0% | +24.4% |
| 3Y | +72.7% | -25.8% | +98.4% | +69.0% |
| 5Y | +105.9% | -68.0% | +174.0% | +123.4% |
| All | +247.9% | -48.2% | +296.1% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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