+246.7%
CB vs CP
+255.2%
-8.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.7% |
| 7D | +0.7% | +2.8% | -2.1% | -0.4% |
| 30D | +8.2% | +11.0% | -2.9% | +3.7% |
| 3M | +6.3% | +3.8% | +2.4% | +4.5% |
| 6M | +16.2% | +9.5% | +6.7% | +11.6% |
| YTD | +19.3% | +28.2% | -8.9% | +6.9% |
| 1Y | +29.2% | +33.0% | -3.7% | +13.9% |
| 3Y | +71.4% | +35.5% | +35.9% | +45.2% |
| 5Y | +104.2% | +25.8% | +78.5% | +75.1% |
| 10Y | +246.7% | +250.7% | -4.1% | +102.2% |
| All | +246.7% | +255.2% | -8.5% | +102.2% |
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