+246.7%
CB vs USFR
+28.5%
+218.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +8.2% | +0.4% | +7.8% | +8.2% |
| 3M | +6.3% | +1.1% | +5.2% | +6.2% |
| 6M | +16.2% | +2.1% | +14.1% | +16.1% |
| YTD | +19.3% | +3.4% | +15.9% | +19.2% |
| 1Y | +29.2% | +4.1% | +25.1% | +29.0% |
| 3Y | +71.4% | +14.4% | +57.0% | +71.8% |
| 5Y | +104.2% | +21.4% | +82.9% | +107.7% |
| 10Y | +246.7% | +28.5% | +218.1% | +255.0% |
| All | +246.7% | +28.5% | +218.1% | +255.0% |
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