+243.0%
CB vs EAT
+375.0%
-132.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.2% |
| 7D | -1.5% | -3.9% | +2.4% | -1.0% |
| 30D | +6.5% | +5.0% | +1.5% | +5.6% |
| 3M | +4.1% | -9.6% | +13.7% | +5.0% |
| 6M | +14.4% | +46.8% | -32.4% | +7.5% |
| YTD | +17.5% | +41.8% | -24.3% | +10.1% |
| 1Y | +27.5% | +98.3% | -70.7% | +13.5% |
| 3Y | +71.6% | +503.1% | -431.5% | +23.2% |
| 5Y | +100.6% | +356.7% | -256.0% | +45.1% |
| 10Y | +243.0% | +349.8% | -106.8% | +119.4% |
| All | +243.0% | +375.0% | -132.0% | +119.4% |
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