+251.7%
CB vs EW
+254.3%
-2.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | +2.9% | +4.9% | -2.0% | +1.9% |
| 30D | +7.3% | +23.9% | -16.6% | +2.6% |
| 3M | +9.4% | +15.8% | -6.4% | +6.0% |
| 6M | +19.6% | +31.7% | -12.0% | +12.6% |
| YTD | +21.5% | +25.7% | -4.2% | +15.1% |
| 1Y | +28.0% | +24.4% | +3.6% | +21.4% |
| 3Y | +74.9% | +65.9% | +9.0% | +48.5% |
| 5Y | +108.1% | -7.6% | +115.8% | +103.3% |
| All | +251.7% | +254.3% | -2.7% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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