+145.3%
CB vs S
-48.9%
+194.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.5% | -0.4% |
| 7D | -1.5% | +1.6% | -3.1% | -1.5% |
| 30D | +6.5% | -10.5% | +17.0% | +6.6% |
| 3M | +4.1% | +9.9% | -5.8% | +4.0% |
| 6M | +14.4% | +41.8% | -27.4% | +14.2% |
| YTD | +17.5% | +56.8% | -39.3% | +17.3% |
| 1Y | +27.5% | +39.0% | -11.5% | +27.3% |
| 3Y | +71.6% | +53.8% | +17.8% | +70.8% |
| 5Y | +100.6% | -68.6% | +169.2% | +98.7% |
| All | +145.3% | -48.9% | +194.2% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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