+398.8%
CB vs USFR
+28.5%
+370.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +9.1% | +0.4% | +8.7% | +8.9% |
| 3M | +3.4% | +1.1% | +2.4% | +3.0% |
| 6M | +14.1% | +2.1% | +12.0% | +13.2% |
| YTD | +18.0% | +3.4% | +14.6% | +16.5% |
| 1Y | +30.1% | +4.1% | +26.0% | +28.1% |
| 3Y | +71.8% | +14.4% | +57.4% | +63.2% |
| 5Y | +101.8% | +21.3% | +80.5% | +88.0% |
| 10Y | +252.1% | +28.5% | +223.7% | +220.4% |
| All | +398.8% | +28.5% | +370.3% | +347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling