+115.7%
CB vs VSXY
+37.4%
+78.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.0% |
| 7D | +0.5% | -14.0% | +14.5% | +1.0% |
| 30D | -3.1% | -15.9% | +12.8% | -2.5% |
| 3M | +9.0% | +3.4% | +5.6% | +8.5% |
| 6M | +2.9% | +25.9% | -23.1% | +1.0% |
| YTD | +10.1% | +39.5% | -29.4% | +7.5% |
| 1Y | +22.8% | +194.4% | -171.6% | +15.3% |
| 3Y | +73.8% | +281.4% | -207.6% | +55.1% |
| 5Y | +99.2% | +12.8% | +86.4% | +91.4% |
| All | +115.7% | +37.4% | +78.3% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling