+246.7%
CB vs HWM
+1,599.0%
-1,352.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.2% |
| 7D | +0.7% | -1.8% | +2.5% | +1.0% |
| 30D | +8.2% | -2.7% | +10.9% | +8.4% |
| 3M | +6.3% | -22.7% | +29.0% | +12.6% |
| 6M | +16.2% | -18.9% | +35.1% | +21.1% |
| YTD | +19.3% | +7.1% | +12.3% | +14.4% |
| 1Y | +29.2% | +4.7% | +24.6% | +24.5% |
| 3Y | +71.4% | +345.6% | -274.1% | +4.3% |
| 5Y | +104.2% | +588.3% | -484.0% | +7.2% |
| 10Y | +246.7% | +1,516.2% | -1,269.5% | +46.5% |
| All | +246.7% | +1,599.0% | -1,352.4% | +46.5% |
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