+219.2%
CB vs TDY
+472.2%
-253.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -2.8% | -1.9% | -0.9% | -2.1% |
| 30D | -2.4% | -12.5% | +10.1% | +2.6% |
| 3M | +2.8% | -0.8% | +3.6% | +2.5% |
| 6M | +4.8% | -9.0% | +13.7% | +7.6% |
| YTD | +9.2% | +16.8% | -7.6% | +0.4% |
| 1Y | +22.8% | +9.5% | +13.4% | +15.6% |
| 3Y | +71.1% | +45.4% | +25.7% | +39.5% |
| 5Y | +101.0% | +37.8% | +63.2% | +64.3% |
| All | +219.2% | +472.2% | -253.0% | +64.7% |
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