+1,986.6%
CB vs MKSI
+1,773.7%
+212.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.5% |
| 7D | +2.9% | +12.2% | -9.2% | +1.1% |
| 30D | +7.3% | -8.0% | +15.3% | +8.0% |
| 3M | +9.4% | -29.5% | +38.9% | +14.0% |
| 6M | +19.6% | -31.9% | +51.6% | +22.9% |
| YTD | +21.5% | +35.3% | -13.8% | +10.7% |
| 1Y | +28.0% | +50.3% | -22.3% | +14.5% |
| 3Y | +74.9% | +216.4% | -141.5% | +29.6% |
| 5Y | +108.1% | +34.4% | +73.7% | +73.3% |
| 10Y | +251.8% | +348.6% | -96.8% | +123.0% |
| All | +1,986.6% | +1,773.7% | +212.9% | +960.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling