+248.2%
CB vs D
+42.6%
+205.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | +0.2% | +3.0% | -2.7% | -1.0% |
| 30D | +9.1% | +11.5% | -2.4% | +4.3% |
| 3M | +3.4% | +3.7% | -0.3% | +1.8% |
| 6M | +14.1% | +13.5% | +0.6% | +7.8% |
| YTD | +18.0% | +20.7% | -2.7% | +8.4% |
| 1Y | +30.1% | +18.2% | +11.9% | +20.4% |
| 3Y | +71.8% | +73.3% | -1.5% | +32.5% |
| 5Y | +101.8% | +12.3% | +89.6% | +88.3% |
| All | +248.2% | +42.6% | +205.6% | +203.9% |
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