+248.2%
CB vs M
-4.2%
+252.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.2% |
| 7D | +0.2% | -4.3% | +4.5% | +0.8% |
| 30D | +9.1% | +1.3% | +7.8% | +8.8% |
| 3M | +3.4% | -7.4% | +10.8% | +4.2% |
| 6M | +14.1% | +18.3% | -4.2% | +10.8% |
| YTD | +18.0% | +7.6% | +10.4% | +15.7% |
| 1Y | +30.1% | +17.4% | +12.7% | +25.8% |
| 3Y | +71.8% | +108.4% | -36.6% | +46.5% |
| 5Y | +101.8% | -10.6% | +112.4% | +88.5% |
| All | +248.2% | -4.2% | +252.4% | +140.3% |
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