+246.7%
CB vs WY
+3.1%
+243.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.0% | -5.1% | +4.0% | +0.8% |
| 30D | +7.3% | +9.0% | -1.7% | +3.9% |
| 3M | +7.0% | -16.7% | +23.7% | +13.8% |
| 6M | +16.3% | -10.3% | +26.6% | +19.8% |
| YTD | +19.7% | -10.5% | +30.2% | +22.7% |
| 1Y | +27.8% | -5.9% | +33.7% | +28.4% |
| 3Y | +72.0% | -24.7% | +96.7% | +83.1% |
| 5Y | +104.9% | -31.5% | +136.4% | +121.3% |
| 10Y | +246.7% | +4.7% | +242.0% | +201.4% |
| All | +246.7% | +3.1% | +243.6% | +201.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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