+103.2%
CB vs MSCI
+3.6%
+99.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | +0.2% | +2.8% | -2.6% | -0.2% |
| 30D | +9.1% | +15.4% | -6.4% | +6.5% |
| 3M | +3.4% | +13.4% | -10.0% | +1.3% |
| 6M | +14.1% | +10.9% | +3.2% | +11.7% |
| YTD | +18.0% | +13.0% | +5.0% | +14.8% |
| 1Y | +30.1% | +12.0% | +18.1% | +26.8% |
| 3Y | +71.8% | +34.1% | +37.7% | +59.6% |
| All | +103.2% | +3.6% | +99.6% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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