+223.5%
CB vs WY
+5.8%
+217.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -0.5% | -1.7% | +1.2% | +0.1% |
| 30D | -3.1% | -9.9% | +6.8% | +0.5% |
| 3M | +4.2% | -7.5% | +11.7% | +6.6% |
| 6M | +4.7% | -5.1% | +9.9% | +5.8% |
| YTD | +8.8% | -2.1% | +10.9% | +8.4% |
| 1Y | +22.6% | -7.3% | +30.0% | +24.3% |
| 3Y | +70.6% | -22.6% | +93.3% | +80.6% |
| 5Y | +99.4% | -19.8% | +119.2% | +102.7% |
| 10Y | +223.5% | +9.6% | +213.9% | +170.1% |
| All | +223.5% | +5.8% | +217.7% | +170.1% |
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