+246.7%
CB vs FE
+110.9%
+135.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | +8.2% | +4.3% | +3.9% | +6.4% |
| 3M | +6.3% | +0.4% | +5.9% | +6.1% |
| 6M | +16.2% | +6.9% | +9.2% | +13.0% |
| YTD | +19.3% | +8.0% | +11.3% | +15.3% |
| 1Y | +29.2% | +4.8% | +24.4% | +26.3% |
| 3Y | +71.4% | +49.0% | +22.5% | +43.9% |
| 5Y | +104.2% | +46.2% | +58.0% | +70.5% |
| 10Y | +246.7% | +120.9% | +125.8% | +171.7% |
| All | +246.7% | +110.9% | +135.8% | +171.7% |
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