+223.5%
CB vs MTB
+172.8%
+50.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | -3.1% | -4.6% | +1.6% | -1.3% |
| 3M | +4.2% | +6.3% | -2.1% | +1.5% |
| 6M | +4.7% | +15.6% | -10.9% | -1.5% |
| YTD | +8.8% | +20.6% | -11.7% | +0.4% |
| 1Y | +22.6% | +22.5% | +0.1% | +12.2% |
| 3Y | +70.6% | +114.4% | -43.8% | +19.3% |
| 5Y | +99.4% | +101.9% | -2.4% | +36.2% |
| 10Y | +223.5% | +170.4% | +53.0% | +92.5% |
| All | +223.5% | +172.8% | +50.6% | +92.5% |
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