+219.2%
CB vs BG
+171.4%
+47.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -2.8% | +3.7% | -6.5% | -3.8% |
| 30D | -2.4% | +12.3% | -14.8% | -5.8% |
| 3M | +2.8% | -2.2% | +5.0% | +2.9% |
| 6M | +4.8% | +5.3% | -0.6% | +2.2% |
| YTD | +9.2% | +42.4% | -33.2% | -3.0% |
| 1Y | +22.8% | +55.2% | -32.4% | +5.5% |
| 3Y | +71.1% | +21.0% | +50.2% | +56.3% |
| 5Y | +101.0% | +87.1% | +13.9% | +52.7% |
| All | +219.2% | +171.4% | +47.8% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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