+246.7%
CB vs TPR
+386.9%
-140.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +0.7% | +12.1% | -11.4% | -1.7% |
| 30D | +8.2% | +16.7% | -8.5% | +4.7% |
| 3M | +6.3% | -17.4% | +23.7% | +9.8% |
| 6M | +16.2% | +2.3% | +13.9% | +14.5% |
| YTD | +19.3% | +7.1% | +12.2% | +15.5% |
| 1Y | +29.2% | +29.5% | -0.3% | +19.9% |
| 3Y | +71.4% | +415.0% | -343.6% | +10.2% |
| 5Y | +104.2% | +261.5% | -157.2% | +37.9% |
| 10Y | +246.7% | +383.3% | -136.7% | +79.6% |
| All | +246.7% | +386.9% | -140.2% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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