+101.0%
CB vs MDY
+46.2%
+54.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -3.1% | -1.5% | -1.6% | -2.6% |
| 3M | +9.0% | +0.8% | +8.2% | +8.4% |
| 6M | +2.9% | +7.4% | -4.6% | -0.5% |
| YTD | +10.1% | +15.2% | -5.1% | +3.3% |
| 1Y | +22.8% | +16.5% | +6.3% | +14.5% |
| 3Y | +73.8% | +46.8% | +27.0% | +42.6% |
| All | +101.0% | +46.2% | +54.8% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling