+246.7%
CB vs M
-5.1%
+251.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -1.0% | -3.3% | +2.3% | -0.7% |
| 30D | +7.3% | +8.1% | -0.8% | +6.1% |
| 3M | +7.0% | +2.2% | +4.8% | +6.4% |
| 6M | +16.3% | +35.1% | -18.8% | +10.9% |
| YTD | +19.7% | +15.8% | +3.9% | +16.1% |
| 1Y | +27.8% | +25.8% | +2.0% | +22.4% |
| 3Y | +72.0% | +156.2% | -84.2% | +42.3% |
| 5Y | +104.9% | -2.4% | +107.2% | +89.0% |
| 10Y | +246.7% | -7.1% | +253.8% | +135.8% |
| All | +246.7% | -5.1% | +251.9% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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