+204.1%
CB vs TW
+291.9%
-87.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | +0.7% | +3.1% | -2.4% | 0.0% |
| 30D | +8.2% | +16.7% | -8.5% | +4.4% |
| 3M | +6.3% | +25.2% | -18.9% | +0.8% |
| 6M | +16.2% | +19.5% | -3.3% | +11.1% |
| YTD | +19.3% | +21.0% | -1.7% | +13.2% |
| 1Y | +29.2% | +19.0% | +10.3% | +23.0% |
| 3Y | +71.4% | +40.7% | +30.7% | +55.0% |
| 5Y | +104.2% | +40.1% | +64.1% | +82.1% |
| All | +204.1% | +291.9% | -87.8% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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