+251.7%
CB vs BG
+111.0%
+140.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 7D | +2.9% | +2.6% | +0.4% | +2.2% |
| 30D | +7.3% | -6.7% | +14.0% | +9.3% |
| 3M | +9.4% | -9.3% | +18.7% | +12.0% |
| 6M | +19.6% | -18.3% | +38.0% | +25.6% |
| YTD | +21.5% | +16.2% | +5.3% | +13.8% |
| 1Y | +28.0% | +7.6% | +20.4% | +22.7% |
| 3Y | +74.9% | +6.6% | +68.3% | +64.1% |
| 5Y | +108.1% | +22.2% | +85.9% | +80.5% |
| All | +251.7% | +111.0% | +140.7% | +120.5% |
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