+243.0%
CB vs CP
+261.0%
-18.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.2% |
| 7D | -1.5% | +2.8% | -4.3% | -2.6% |
| 30D | +6.5% | +11.3% | -4.8% | +2.0% |
| 3M | +4.1% | +2.9% | +1.2% | +2.7% |
| 6M | +14.4% | +9.8% | +4.6% | +9.8% |
| YTD | +17.5% | +28.5% | -11.0% | +5.2% |
| 1Y | +27.5% | +33.5% | -6.0% | +12.3% |
| 3Y | +71.6% | +31.9% | +39.7% | +47.2% |
| 5Y | +100.6% | +25.5% | +75.1% | +72.2% |
| 10Y | +243.0% | +257.6% | -14.6% | +99.5% |
| All | +243.0% | +261.0% | -18.0% | +99.5% |
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