+99.4%
CB vs MKSI
+90.4%
+9.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | -0.5% | +6.6% | -7.2% | -0.6% |
| 30D | -3.1% | -8.2% | +5.2% | -3.0% |
| 3M | +4.2% | -16.4% | +20.6% | +4.0% |
| 6M | +4.7% | +23.0% | -18.3% | +2.8% |
| YTD | +8.8% | +68.2% | -59.4% | +5.1% |
| 1Y | +22.6% | +148.6% | -125.9% | +15.6% |
| 3Y | +70.6% | +196.0% | -125.3% | +53.8% |
| 5Y | +99.4% | +87.4% | +12.1% | +88.6% |
| All | +99.4% | +90.4% | +9.0% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling