+217.6%
CB vs FE
+115.1%
+102.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +0.5% | +1.9% | -1.4% | -0.2% |
| 30D | -3.1% | -1.2% | -1.9% | -2.7% |
| 3M | +9.0% | +3.5% | +5.5% | +7.4% |
| 6M | +2.9% | -6.1% | +8.9% | +5.2% |
| YTD | +10.1% | +7.6% | +2.5% | +6.6% |
| 1Y | +22.8% | +11.9% | +10.9% | +16.9% |
| 3Y | +73.8% | +48.4% | +25.4% | +46.3% |
| 5Y | +99.2% | +44.8% | +54.4% | +67.1% |
| All | +217.6% | +115.1% | +102.5% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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