+251.7%
CB vs TPR
+364.3%
-112.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +7.3% | +15.1% | -7.8% | +4.2% |
| 3M | +9.4% | +3.5% | +5.9% | +8.4% |
| 6M | +19.6% | +0.4% | +19.2% | +18.3% |
| YTD | +21.5% | +4.6% | +16.9% | +18.1% |
| 1Y | +28.0% | +33.1% | -5.1% | +18.1% |
| 3Y | +74.9% | +396.0% | -321.1% | +13.3% |
| 5Y | +108.1% | +230.3% | -122.1% | +43.9% |
| All | +251.7% | +364.3% | -112.6% | +84.3% |
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