+247.9%
CB vs IT
+88.7%
+159.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | 0.0% | -3.7% | +3.7% | +0.9% |
| 30D | +7.4% | -3.1% | +10.5% | +7.7% |
| 3M | +8.6% | +6.3% | +2.3% | +6.1% |
| 6M | +16.1% | +24.8% | -8.6% | +7.4% |
| YTD | +20.2% | -24.4% | +44.5% | +24.8% |
| 1Y | +27.2% | -17.1% | +44.3% | +28.6% |
| 3Y | +72.7% | -53.6% | +126.3% | +100.4% |
| 5Y | +105.9% | -42.5% | +148.5% | +114.9% |
| All | +247.9% | +88.7% | +159.3% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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