+246.7%
CB vs BR
+280.7%
-34.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.0% | +1.9% | -2.9% | -1.7% |
| 30D | +7.3% | +15.9% | -8.6% | +1.5% |
| 3M | +7.0% | +13.7% | -6.6% | +1.7% |
| 6M | +16.3% | +31.0% | -14.6% | +4.0% |
| YTD | +19.7% | -12.0% | +31.7% | +24.5% |
| 1Y | +27.8% | -11.5% | +39.3% | +32.5% |
| 3Y | +72.0% | +14.9% | +57.1% | +58.0% |
| 5Y | +104.9% | +20.1% | +84.8% | +81.0% |
| 10Y | +246.7% | +278.9% | -32.2% | +94.6% |
| All | +246.7% | +280.7% | -34.0% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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