+97.4%
CB vs VSXY
+21.5%
+75.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.6% |
| 7D | -0.6% | -6.8% | +6.2% | -0.4% |
| 30D | -3.9% | -20.4% | +16.5% | -3.1% |
| 3M | +4.9% | +2.9% | +2.0% | +4.6% |
| 6M | +3.3% | +67.9% | -64.7% | +0.1% |
| YTD | +8.5% | +44.9% | -36.3% | +5.7% |
| 1Y | +22.1% | +205.9% | -183.9% | +14.3% |
| 3Y | +70.1% | +373.9% | -303.7% | +48.2% |
| 5Y | +97.4% | +23.5% | +73.9% | +88.5% |
| All | +97.4% | +21.5% | +75.9% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling