+246.7%
CB vs EW
+234.0%
+12.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.7% |
| 7D | +0.7% | +9.3% | -8.6% | -1.2% |
| 30D | +8.2% | +22.1% | -13.9% | +3.8% |
| 3M | +6.3% | +13.0% | -6.7% | +3.5% |
| 6M | +16.2% | +30.1% | -13.9% | +9.6% |
| YTD | +19.3% | +22.0% | -2.7% | +13.8% |
| 1Y | +29.2% | +23.7% | +5.5% | +22.7% |
| 3Y | +71.4% | +62.0% | +9.5% | +46.3% |
| 5Y | +104.2% | -12.4% | +116.7% | +102.3% |
| 10Y | +246.7% | +236.1% | +10.6% | +154.2% |
| All | +246.7% | +234.0% | +12.6% | +154.2% |
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