+246.7%
CB vs M
-3.0%
+249.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.5% |
| 7D | +0.7% | +5.0% | -4.3% | 0.0% |
| 30D | +8.2% | +10.6% | -2.5% | +6.6% |
| 3M | +6.3% | +1.6% | +4.7% | +5.8% |
| 6M | +16.2% | +30.8% | -14.7% | +11.3% |
| YTD | +19.3% | +16.9% | +2.4% | +15.6% |
| 1Y | +29.2% | +26.3% | +3.0% | +23.7% |
| 3Y | +71.4% | +158.6% | -87.2% | +41.7% |
| 5Y | +104.2% | +2.1% | +102.2% | +87.1% |
| 10Y | +246.7% | -4.3% | +251.0% | +135.5% |
| All | +246.7% | -3.0% | +249.7% | +135.5% |
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