+248.2%
CB vs RF
+279.4%
-31.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.2% | -0.9% | +1.2% | +0.6% |
| 30D | +9.1% | +6.0% | +3.0% | +6.8% |
| 3M | +3.4% | -8.9% | +12.3% | +6.9% |
| 6M | +14.1% | +2.3% | +11.8% | +12.7% |
| YTD | +18.0% | +7.6% | +10.5% | +13.9% |
| 1Y | +30.1% | +21.2% | +9.0% | +20.0% |
| 3Y | +71.8% | +108.5% | -36.8% | +23.4% |
| 5Y | +101.8% | +43.2% | +58.6% | +63.2% |
| All | +248.2% | +279.4% | -31.2% | +95.9% |
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