+134.5%
CB vs VSXY
+99.7%
+34.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.0% | +0.8% | -1.9% | -1.1% |
| 30D | +7.3% | +24.0% | -16.7% | +6.4% |
| 3M | +7.0% | +16.7% | -9.6% | +6.3% |
| 6M | +16.3% | +138.6% | -122.3% | +11.4% |
| YTD | +19.7% | +102.8% | -83.1% | +15.1% |
| 1Y | +27.8% | +214.2% | -186.4% | +20.2% |
| 3Y | +72.0% | +461.4% | -389.4% | +51.5% |
| 5Y | +104.9% | +118.3% | -13.4% | +92.3% |
| All | +134.5% | +99.7% | +34.8% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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