+248.2%
CB vs HWM
+1,472.2%
-1,224.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.4% |
| 7D | +0.2% | +3.3% | -3.1% | -0.8% |
| 30D | +9.1% | -7.6% | +16.7% | +10.8% |
| 3M | +3.4% | -28.9% | +32.3% | +12.0% |
| 6M | +14.1% | -19.7% | +33.8% | +19.0% |
| YTD | +18.0% | +0.5% | +17.5% | +15.0% |
| 1Y | +30.1% | +0.3% | +29.9% | +26.8% |
| 3Y | +71.8% | +325.8% | -254.1% | +5.7% |
| 5Y | +101.8% | +524.7% | -422.9% | +8.9% |
| All | +248.2% | +1,472.2% | -1,224.0% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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