+216.8%
CB vs MAR
+411.9%
-195.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -0.7% |
| 7D | -0.6% | -1.7% | +1.1% | -0.1% |
| 30D | -3.9% | -6.9% | +3.0% | -1.8% |
| 3M | +4.9% | -15.8% | +20.7% | +10.2% |
| 6M | +3.3% | +1.9% | +1.3% | +1.9% |
| YTD | +8.5% | +6.6% | +1.9% | +5.2% |
| 1Y | +22.1% | +23.7% | -1.6% | +12.5% |
| 3Y | +70.1% | +64.6% | +5.5% | +39.6% |
| 5Y | +97.4% | +156.4% | -59.0% | +34.8% |
| 10Y | +216.8% | +415.4% | -198.5% | +68.8% |
| All | +216.8% | +411.9% | -195.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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