+365.4%
CB vs USFR
+27.5%
+337.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -3.1% | +0.3% | -3.4% | -3.2% |
| 3M | +9.0% | +1.0% | +8.0% | +8.5% |
| 6M | +2.9% | +1.9% | +0.9% | +2.1% |
| YTD | +10.1% | +2.6% | +7.5% | +9.0% |
| 1Y | +22.8% | +4.0% | +18.8% | +20.9% |
| 3Y | +73.8% | +14.1% | +59.7% | +65.4% |
| 5Y | +99.2% | +20.4% | +78.8% | +86.1% |
| 10Y | +218.2% | +28.0% | +190.2% | +189.8% |
| All | +365.4% | +27.5% | +337.8% | +318.8% |
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