+251.7%
CB vs TDY
+434.3%
-182.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +2.9% | +4.1% | -1.1% | +1.4% |
| 30D | +7.3% | +5.7% | +1.6% | +4.6% |
| 3M | +9.4% | -4.4% | +13.8% | +10.7% |
| 6M | +19.6% | +1.2% | +18.4% | +17.6% |
| YTD | +21.5% | +26.0% | -4.6% | +7.9% |
| 1Y | +28.0% | +27.4% | +0.6% | +13.0% |
| 3Y | +74.9% | +67.5% | +7.3% | +33.6% |
| 5Y | +108.1% | +44.9% | +63.3% | +66.4% |
| All | +251.7% | +434.3% | -182.6% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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