+248.2%
CB vs HWM
+1,473.3%
-1,225.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.4% |
| 7D | +0.2% | +3.4% | -3.1% | -0.8% |
| 30D | +9.1% | -7.5% | +16.6% | +10.7% |
| 3M | +3.4% | -28.9% | +32.3% | +12.0% |
| 6M | +14.1% | -19.6% | +33.7% | +19.0% |
| YTD | +18.0% | +0.6% | +17.4% | +15.0% |
| 1Y | +30.1% | +0.3% | +29.8% | +26.8% |
| 3Y | +71.8% | +326.1% | -254.4% | +5.7% |
| 5Y | +101.8% | +525.2% | -423.3% | +8.8% |
| All | +248.2% | +1,473.3% | -1,225.1% | +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