+113.2%
CB vs VSXY
+37.7%
+75.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.4% |
| 7D | -0.5% | -10.7% | +10.2% | -0.2% |
| 30D | -3.1% | -24.3% | +21.2% | -2.1% |
| 3M | +4.2% | +1.0% | +3.2% | +3.9% |
| 6M | +4.7% | +57.4% | -52.6% | +1.8% |
| YTD | +8.8% | +39.8% | -31.0% | +6.2% |
| 1Y | +22.6% | +196.5% | -173.8% | +15.1% |
| 3Y | +70.6% | +357.2% | -286.6% | +49.8% |
| 5Y | +99.4% | +18.9% | +80.6% | +91.3% |
| All | +113.2% | +37.7% | +75.5% | +102.6% |
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