+219.2%
CB vs MKSI
+511.3%
-292.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | -2.8% | +4.9% | -7.6% | -3.3% |
| 30D | -2.4% | -11.0% | +8.6% | -1.4% |
| 3M | +2.8% | -17.1% | +19.8% | +3.3% |
| 6M | +4.8% | +16.4% | -11.7% | +0.3% |
| YTD | +9.2% | +64.3% | -55.1% | -0.7% |
| 1Y | +22.8% | +137.7% | -114.9% | +5.1% |
| 3Y | +71.1% | +189.1% | -118.0% | +34.1% |
| 5Y | +101.0% | +83.1% | +17.9% | +66.8% |
| All | +219.2% | +511.3% | -292.1% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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