+25.0%
CB vs GLXY
-38.3%
+63.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.7% | -0.1% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +6.5% | -28.6% | +35.1% | +5.2% |
| 3M | +4.1% | -28.1% | +32.1% | +3.1% |
| 6M | +14.4% | -52.0% | +66.4% | +12.2% |
| YTD | +17.5% | -35.1% | +52.6% | +16.6% |
| 1Y | +27.5% | -54.0% | +81.6% | +25.9% |
| All | +25.0% | -38.3% | +63.3% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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