+251.7%
CB vs MKTX
+12.8%
+238.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +7.3% | +0.9% | +6.4% | +7.2% |
| 3M | +9.4% | +2.6% | +6.8% | +9.1% |
| 6M | +19.6% | +20.4% | -0.8% | +16.3% |
| YTD | +21.5% | -7.1% | +28.5% | +22.3% |
| 1Y | +28.0% | -2.8% | +30.8% | +27.9% |
| 3Y | +74.9% | -21.7% | +96.6% | +77.1% |
| 5Y | +108.1% | -54.5% | +162.6% | +125.2% |
| All | +251.7% | +12.8% | +238.8% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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