+246.7%
CB vs CP
+251.7%
-5.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | +7.3% | +9.6% | -2.3% | +3.4% |
| 3M | +7.0% | +2.2% | +4.8% | +5.9% |
| 6M | +16.3% | +11.1% | +5.2% | +11.1% |
| YTD | +19.7% | +28.2% | -8.4% | +7.3% |
| 1Y | +27.8% | +32.2% | -4.4% | +12.9% |
| 3Y | +72.0% | +35.5% | +36.5% | +45.7% |
| 5Y | +104.9% | +26.8% | +78.1% | +74.9% |
| 10Y | +246.7% | +256.9% | -10.2% | +101.9% |
| All | +246.7% | +251.7% | -5.0% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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