+101.0%
CB vs BBWI
-66.0%
+167.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.8% | -2.1% |
| 7D | +0.5% | +1.5% | -1.0% | +0.4% |
| 30D | -3.1% | -5.2% | +2.1% | -2.9% |
| 3M | +9.0% | +11.1% | -2.2% | +7.9% |
| 6M | +2.9% | -13.4% | +16.2% | +3.3% |
| YTD | +10.1% | +0.1% | +10.0% | +9.2% |
| 1Y | +22.8% | -36.1% | +58.9% | +25.9% |
| 3Y | +73.8% | -44.1% | +117.9% | +76.6% |
| All | +101.0% | -66.0% | +167.0% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling