+216.8%
CB vs SM
+12.3%
+204.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.1% | -1.7% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | -3.9% | +31.5% | -35.4% | -6.0% |
| 3M | +4.9% | +17.3% | -12.4% | +3.3% |
| 6M | +3.3% | +48.5% | -45.3% | -0.6% |
| YTD | +8.5% | +106.3% | -97.7% | +1.6% |
| 1Y | +22.1% | +47.3% | -25.2% | +17.1% |
| 3Y | +70.1% | -1.4% | +71.5% | +65.6% |
| 5Y | +97.4% | +114.0% | -16.7% | +76.3% |
| 10Y | +216.8% | +12.5% | +204.3% | +135.3% |
| All | +216.8% | +12.3% | +204.5% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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