+105.5%
CB vs D
+14.9%
+90.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +2.6% | +6.9% | -4.4% | +0.7% |
| 30D | +11.2% | +12.3% | -1.1% | +7.6% |
| 3M | +5.7% | +3.0% | +2.7% | +4.7% |
| 6M | +15.9% | +12.8% | +3.1% | +11.8% |
| YTD | +20.2% | +22.6% | -2.4% | +13.0% |
| 1Y | +32.4% | +21.7% | +10.7% | +24.7% |
| 3Y | +75.5% | +83.9% | -8.4% | +47.6% |
| 5Y | +105.5% | +14.0% | +91.5% | +103.9% |
| All | +105.5% | +14.9% | +90.6% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling