+71.8%
CB vs MDY
+50.6%
+21.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +0.2% | -1.7% | +1.9% | +0.5% |
| 30D | +9.1% | -0.9% | +10.0% | +9.2% |
| 3M | +3.4% | -5.7% | +9.2% | +4.4% |
| 6M | +14.1% | -2.9% | +17.0% | +14.4% |
| YTD | +18.0% | +9.8% | +8.2% | +14.9% |
| 1Y | +30.1% | +13.5% | +16.6% | +25.6% |
| 3Y | +71.8% | +51.9% | +19.9% | +63.0% |
| All | +71.8% | +50.6% | +21.2% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling