+223.5%
CB vs TNA
+74.0%
+149.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.0% |
| 7D | -0.5% | -3.6% | +3.1% | +0.1% |
| 30D | -3.1% | -10.1% | +7.0% | -1.5% |
| 3M | +4.2% | +2.7% | +1.5% | +3.0% |
| 6M | +4.7% | +38.4% | -33.7% | -2.8% |
| YTD | +8.8% | +45.4% | -36.6% | -0.6% |
| 1Y | +22.6% | +55.9% | -33.3% | +9.4% |
| 3Y | +70.6% | +109.8% | -39.2% | +31.0% |
| 5Y | +99.4% | -22.5% | +122.0% | +72.5% |
| 10Y | +223.5% | +87.5% | +135.9% | +82.1% |
| All | +223.5% | +74.0% | +149.4% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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