+223.5%
CB vs BR
+185.2%
+38.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -0.5% | -5.0% | +4.5% | +1.4% |
| 30D | -3.1% | -2.5% | -0.6% | -2.3% |
| 3M | +4.2% | +13.5% | -9.3% | -1.2% |
| 6M | +4.7% | -9.4% | +14.1% | +7.8% |
| YTD | +8.8% | -23.3% | +32.1% | +19.2% |
| 1Y | +22.6% | -31.6% | +54.2% | +40.7% |
| 3Y | +70.6% | -5.1% | +75.7% | +69.0% |
| 5Y | +99.4% | +8.2% | +91.3% | +82.8% |
| 10Y | +223.5% | +189.8% | +33.6% | +104.0% |
| All | +223.5% | +185.2% | +38.3% | +104.0% |
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