+243.0%
CB vs MTB
+136.2%
+106.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.3% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | +6.5% | +2.4% | +4.1% | +5.5% |
| 3M | +4.1% | -10.5% | +14.6% | +8.5% |
| 6M | +14.4% | +6.4% | +8.0% | +11.1% |
| YTD | +17.5% | +12.8% | +4.7% | +11.1% |
| 1Y | +27.5% | +23.3% | +4.3% | +16.3% |
| 3Y | +71.6% | +108.2% | -36.6% | +21.3% |
| 5Y | +100.6% | +68.6% | +32.0% | +48.9% |
| 10Y | +243.0% | +125.3% | +117.7% | +117.0% |
| All | +243.0% | +136.2% | +106.8% | +117.0% |
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