+246.7%
CB vs SM
+4.2%
+242.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +1.4% |
| 7D | +0.7% | -19.5% | +20.2% | +2.2% |
| 30D | +8.2% | -20.2% | +28.4% | +9.8% |
| 3M | +6.3% | -6.5% | +12.8% | +6.5% |
| 6M | +16.2% | +1.6% | +14.6% | +15.2% |
| YTD | +19.3% | +61.2% | -41.9% | +13.5% |
| 1Y | +29.2% | +65.4% | -36.1% | +22.5% |
| 3Y | +71.4% | -13.0% | +84.5% | +68.1% |
| 5Y | +104.2% | -4.3% | +108.5% | +94.2% |
| 10Y | +246.7% | +3.0% | +243.6% | +159.3% |
| All | +246.7% | +4.2% | +242.5% | +159.3% |
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