+146.4%
CB vs COMP
-49.2%
+195.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.5% |
| 7D | -1.5% | +14.5% | -16.0% | -1.8% |
| 30D | +6.5% | +14.9% | -8.4% | +6.2% |
| 3M | +4.1% | -14.2% | +18.3% | +4.3% |
| 6M | +14.4% | +23.7% | -9.3% | +13.6% |
| YTD | +17.5% | +2.1% | +15.4% | +16.9% |
| 1Y | +27.5% | +26.2% | +1.3% | +26.2% |
| 3Y | +71.6% | +470.9% | -399.3% | +61.7% |
| 5Y | +100.6% | -14.0% | +114.6% | +100.2% |
| All | +146.4% | -49.2% | +195.7% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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