+6,646.7%
CB vs D
+1,325.5%
+5,321.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +0.5% | +1.5% | -1.0% | -0.2% |
| 30D | -3.1% | -2.6% | -0.5% | -2.0% |
| 3M | +9.0% | 0.0% | +8.9% | +8.8% |
| 6M | +2.9% | +7.4% | -4.5% | -1.1% |
| YTD | +10.1% | +15.9% | -5.8% | +2.0% |
| 1Y | +22.8% | +18.1% | +4.7% | +12.5% |
| 3Y | +73.8% | +58.4% | +15.4% | +34.8% |
| 5Y | +99.2% | +5.2% | +94.0% | +85.6% |
| 10Y | +218.2% | +35.9% | +182.4% | +152.7% |
| All | +6,646.7% | +1,325.5% | +5,321.2% | +2,028.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling