+261.0%
CB vs SW
+189.7%
+71.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.8% |
| 7D | +5.3% | +12.1% | -6.8% | +4.4% |
| 30D | +13.2% | +6.6% | +6.7% | +12.7% |
| 3M | +7.8% | -6.0% | +13.8% | +8.1% |
| 6M | +15.8% | +21.5% | -5.7% | +13.8% |
| YTD | +21.0% | +20.3% | +0.6% | +18.8% |
| 1Y | +32.2% | +28.1% | +4.0% | +29.1% |
| 3Y | +76.7% | +51.6% | +25.1% | +68.0% |
| 5Y | +110.4% | -0.1% | +110.5% | +102.3% |
| 10Y | +261.0% | +189.7% | +71.2% | +203.6% |
| All | +261.0% | +189.7% | +71.2% | +203.6% |
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