+248.2%
CB vs P
+713.7%
-465.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.0% |
| 7D | +0.2% | -23.8% | +24.1% | +2.0% |
| 30D | +9.1% | -36.6% | +45.7% | +12.2% |
| 3M | +3.4% | +10.9% | -7.5% | +1.6% |
| 6M | +14.1% | +30.0% | -15.9% | +9.9% |
| YTD | +18.0% | +44.4% | -26.4% | +11.9% |
| 1Y | +30.1% | +3.9% | +26.2% | +26.5% |
| 3Y | +71.8% | +176.6% | -104.8% | +41.3% |
| 5Y | +101.8% | +249.3% | -147.4% | +55.7% |
| All | +248.2% | +713.7% | -465.5% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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