+150.0%
CB vs S
-48.3%
+198.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | -1.0% | +1.2% | -2.3% | -1.0% |
| 30D | +7.3% | -7.3% | +14.6% | +7.4% |
| 3M | +7.0% | +5.9% | +1.1% | +7.0% |
| 6M | +16.3% | +45.6% | -29.3% | +16.2% |
| YTD | +19.7% | +58.5% | -38.8% | +19.5% |
| 1Y | +27.8% | +37.6% | -9.8% | +27.6% |
| 3Y | +72.0% | +51.7% | +20.4% | +71.3% |
| 5Y | +104.9% | -67.5% | +172.4% | +103.0% |
| All | +150.0% | -48.3% | +198.3% | +159.7% |
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