+254.5%
CB vs SW
+185.4%
+69.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +2.6% | +4.7% | -2.1% | +2.3% |
| 30D | +11.2% | +5.0% | +6.2% | +10.8% |
| 3M | +5.7% | -7.3% | +13.1% | +6.2% |
| 6M | +15.9% | +15.0% | +0.9% | +14.4% |
| YTD | +20.2% | +18.5% | +1.6% | +18.1% |
| 1Y | +32.4% | +27.1% | +5.3% | +29.4% |
| 3Y | +75.5% | +49.3% | +26.2% | +67.1% |
| 5Y | +105.5% | -1.6% | +107.1% | +97.8% |
| All | +254.5% | +185.4% | +69.1% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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