+243.0%
CB vs EW
+236.4%
+6.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.9% |
| 7D | -1.5% | +12.3% | -13.8% | -3.9% |
| 30D | +6.5% | +22.9% | -16.4% | +2.0% |
| 3M | +4.1% | +16.7% | -12.6% | +0.6% |
| 6M | +14.4% | +31.0% | -16.5% | +7.8% |
| YTD | +17.5% | +22.8% | -5.3% | +11.9% |
| 1Y | +27.5% | +25.6% | +2.0% | +20.7% |
| 3Y | +71.6% | +62.0% | +9.6% | +46.5% |
| 5Y | +100.6% | -12.8% | +113.4% | +99.2% |
| 10Y | +243.0% | +239.8% | +3.2% | +151.2% |
| All | +243.0% | +236.4% | +6.6% | +151.2% |
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