+223.5%
CB vs DE
+852.3%
-628.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -0.5% | -3.0% | +2.5% | +0.5% |
| 30D | -3.1% | +11.1% | -14.2% | -6.6% |
| 3M | +4.2% | +17.6% | -13.4% | -2.0% |
| 6M | +4.7% | +13.6% | -8.9% | -0.8% |
| YTD | +8.8% | +46.3% | -37.4% | -6.4% |
| 1Y | +22.6% | +44.2% | -21.5% | +5.7% |
| 3Y | +70.6% | +76.6% | -6.0% | +32.6% |
| 5Y | +99.4% | +98.2% | +1.2% | +42.0% |
| 10Y | +223.5% | +863.5% | -640.1% | +25.0% |
| All | +223.5% | +852.3% | -628.8% | +25.0% |
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