+254.5%
CB vs RF
+280.8%
-26.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | +0.1% |
| 7D | +2.6% | -1.6% | +4.2% | +3.2% |
| 30D | +11.2% | +5.0% | +6.2% | +9.2% |
| 3M | +5.7% | -10.0% | +15.7% | +9.7% |
| 6M | +15.9% | +3.3% | +12.6% | +14.1% |
| YTD | +20.2% | +7.9% | +12.2% | +15.8% |
| 1Y | +32.4% | +21.2% | +11.2% | +22.0% |
| 3Y | +75.5% | +105.8% | -30.3% | +26.8% |
| 5Y | +105.5% | +43.7% | +61.8% | +65.9% |
| All | +254.5% | +280.8% | -26.2% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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