+246.7%
CB vs MTB
+122.1%
+124.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.9% |
| 7D | +0.7% | -0.7% | +1.4% | +0.9% |
| 30D | +8.2% | +1.4% | +6.7% | +7.5% |
| 3M | +6.3% | -11.6% | +17.9% | +11.3% |
| 6M | +16.2% | +5.4% | +10.8% | +13.3% |
| YTD | +19.3% | +11.7% | +7.6% | +13.3% |
| 1Y | +29.2% | +20.5% | +8.7% | +18.8% |
| 3Y | +71.4% | +104.5% | -33.1% | +22.1% |
| 5Y | +104.2% | +65.1% | +39.2% | +53.0% |
| 10Y | +246.7% | +119.5% | +127.2% | +120.7% |
| All | +246.7% | +122.1% | +124.6% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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