+251.7%
CB vs USFR
+28.6%
+223.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +0.1% | +2.9% | +2.9% |
| 30D | +7.3% | +0.4% | +6.9% | +7.3% |
| 3M | +9.4% | +1.1% | +8.3% | +9.3% |
| 6M | +19.6% | +2.0% | +17.6% | +19.5% |
| YTD | +21.5% | +3.5% | +18.0% | +21.3% |
| 1Y | +28.0% | +4.1% | +23.9% | +27.8% |
| 3Y | +74.9% | +14.4% | +60.5% | +75.2% |
| 5Y | +108.1% | +21.4% | +86.7% | +111.6% |
| All | +251.7% | +28.6% | +223.1% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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