+99.4%
CB vs MKTX
-61.3%
+160.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | -3.1% | +1.0% | -4.0% | -3.1% |
| 3M | +4.2% | +40.8% | -36.6% | +1.4% |
| 6M | +4.7% | -10.9% | +15.6% | +6.0% |
| YTD | +8.8% | -8.6% | +17.4% | +9.9% |
| 1Y | +22.6% | -11.6% | +34.2% | +24.1% |
| 3Y | +70.6% | -24.5% | +95.2% | +72.6% |
| 5Y | +99.4% | -60.7% | +160.2% | +104.8% |
| All | +99.4% | -61.3% | +160.8% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling