+748.9%
CB vs MSCI
+2,756.4%
-2,007.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | -3.1% | +0.6% | -3.7% | -3.3% |
| 3M | +9.0% | -7.1% | +16.0% | +10.9% |
| 6M | +2.9% | +0.8% | +2.0% | +1.8% |
| YTD | +10.1% | +1.0% | +9.1% | +8.4% |
| 1Y | +22.8% | +4.3% | +18.5% | +19.1% |
| 3Y | +73.8% | +9.9% | +63.9% | +62.0% |
| 5Y | +99.2% | -6.8% | +105.9% | +88.8% |
| 10Y | +218.2% | +614.7% | -396.4% | +42.0% |
| All | +748.9% | +2,756.4% | -2,007.5% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling