+105.5%
CB vs FE
+46.2%
+59.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | +11.2% | +6.4% | +4.8% | +8.9% |
| 3M | +5.7% | -0.5% | +6.2% | +5.9% |
| 6M | +15.9% | +4.7% | +11.2% | +14.0% |
| YTD | +20.2% | +8.4% | +11.8% | +16.4% |
| 1Y | +32.4% | +7.2% | +25.2% | +28.7% |
| 3Y | +75.5% | +44.9% | +30.6% | +52.1% |
| 5Y | +105.5% | +46.3% | +59.2% | +69.8% |
| All | +105.5% | +46.2% | +59.3% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling