+217.6%
CB vs D
+35.0%
+182.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | +0.5% | +0.4% | 0.0% | +0.3% |
| 30D | -3.1% | -3.6% | +0.5% | -1.7% |
| 3M | +9.0% | -1.0% | +9.9% | +9.3% |
| 6M | +2.9% | +6.3% | -3.4% | -0.2% |
| YTD | +10.1% | +14.7% | -4.6% | +3.3% |
| 1Y | +22.8% | +16.9% | +5.9% | +14.1% |
| 3Y | +73.8% | +56.8% | +17.0% | +39.5% |
| 5Y | +99.2% | +5.2% | +94.0% | +91.0% |
| All | +217.6% | +35.0% | +182.6% | +180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling