+243.0%
CB vs CAPR
-64.9%
+307.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.4% | -9.9% | -0.5% |
| 7D | -1.5% | +36.0% | -37.5% | -1.7% |
| 30D | +6.5% | +25.8% | -19.3% | +6.4% |
| 3M | +4.1% | +140.8% | -136.8% | +3.4% |
| 6M | +14.4% | -67.6% | +82.0% | +14.6% |
| YTD | +17.5% | -65.9% | +83.4% | +17.6% |
| 1Y | +27.5% | +66.1% | -38.6% | +24.9% |
| 3Y | +71.6% | +256.9% | -185.3% | +64.8% |
| 5Y | +100.6% | +172.1% | -71.5% | +92.2% |
| 10Y | +243.0% | -64.7% | +307.7% | +218.6% |
| All | +243.0% | -64.9% | +307.9% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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