+19.6%
CB vs MKSI
-32.3%
+51.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +0.7% |
| 7D | +2.9% | +12.2% | -9.2% | +4.9% |
| 30D | +7.3% | -8.0% | +15.3% | +6.3% |
| 3M | +9.4% | -29.5% | +38.9% | +4.0% |
| 6M | +19.6% | -31.9% | +51.6% | +14.3% |
| All | +19.6% | -32.3% | +51.9% | +14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling