+246.7%
CB vs DE
+783.8%
-537.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +0.7% | +3.3% | -2.6% | -0.4% |
| 30D | +8.2% | +10.7% | -2.6% | +4.6% |
| 3M | +6.3% | +13.1% | -6.8% | +1.6% |
| 6M | +16.2% | +20.2% | -4.0% | +8.0% |
| YTD | +19.3% | +48.9% | -29.5% | +1.9% |
| 1Y | +29.2% | +46.6% | -17.4% | +10.7% |
| 3Y | +71.4% | +91.4% | -19.9% | +29.1% |
| 5Y | +104.2% | +108.1% | -3.9% | +42.9% |
| 10Y | +246.7% | +782.7% | -536.0% | +49.5% |
| All | +246.7% | +783.8% | -537.1% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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