+246.7%
CB vs EAT
+333.9%
-87.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | -0.1% |
| 7D | -1.0% | -8.9% | +7.9% | +0.2% |
| 30D | +7.3% | +3.4% | +3.9% | +6.6% |
| 3M | +7.0% | -9.3% | +16.4% | +7.9% |
| 6M | +16.3% | +43.8% | -27.4% | +9.6% |
| YTD | +19.7% | +39.9% | -20.1% | +12.3% |
| 1Y | +27.8% | +89.7% | -61.9% | +14.4% |
| 3Y | +72.0% | +491.3% | -419.2% | +23.9% |
| 5Y | +104.9% | +365.4% | -260.5% | +47.5% |
| 10Y | +246.7% | +325.9% | -79.2% | +121.3% |
| All | +246.7% | +333.9% | -87.2% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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