+251.7%
CB vs MAR
+529.3%
-277.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | +2.9% | +1.6% | +1.3% | +2.4% |
| 30D | +7.3% | +13.8% | -6.5% | +3.1% |
| 3M | +9.4% | +20.3% | -10.9% | +3.2% |
| 6M | +19.6% | +21.3% | -1.7% | +12.1% |
| YTD | +21.5% | +37.2% | -15.7% | +8.8% |
| 1Y | +28.0% | +48.4% | -20.4% | +11.7% |
| 3Y | +74.9% | +120.1% | -45.3% | +31.0% |
| 5Y | +108.1% | +182.1% | -73.9% | +39.1% |
| All | +251.7% | +529.3% | -277.6% | +75.3% |
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