+247.9%
CB vs USFR
+28.5%
+219.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | +7.4% | +0.4% | +7.0% | +7.4% |
| 3M | +8.6% | +1.0% | +7.6% | +8.6% |
| 6M | +16.1% | +2.0% | +14.1% | +16.0% |
| YTD | +20.2% | +3.4% | +16.7% | +20.0% |
| 1Y | +27.2% | +4.1% | +23.1% | +27.0% |
| 3Y | +72.7% | +14.4% | +58.3% | +73.1% |
| 5Y | +105.9% | +21.4% | +84.5% | +109.4% |
| All | +247.9% | +28.5% | +219.4% | +256.3% |
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