+251.7%
CB vs WY
+5.0%
+246.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.5% |
| 7D | +2.9% | -0.8% | +3.7% | +3.2% |
| 30D | +7.3% | +10.1% | -2.8% | +3.5% |
| 3M | +9.4% | -15.4% | +24.8% | +15.7% |
| 6M | +19.6% | -8.3% | +27.9% | +22.2% |
| YTD | +21.5% | -9.8% | +31.3% | +24.2% |
| 1Y | +28.0% | -3.9% | +31.9% | +27.6% |
| 3Y | +74.9% | -23.3% | +98.2% | +84.9% |
| 5Y | +108.1% | -31.2% | +139.3% | +124.6% |
| All | +251.7% | +5.0% | +246.6% | +205.3% |
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