+6,646.7%
CB vs WY
+326.1%
+6,320.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | +0.5% | -1.7% | +2.2% | +1.1% |
| 30D | -3.1% | -10.1% | +7.0% | +0.6% |
| 3M | +9.0% | -5.1% | +14.1% | +10.5% |
| 6M | +2.9% | -4.8% | +7.6% | +3.9% |
| YTD | +10.1% | -0.2% | +10.3% | +8.9% |
| 1Y | +22.8% | -6.6% | +29.4% | +24.1% |
| 3Y | +73.8% | -22.7% | +96.5% | +84.2% |
| 5Y | +99.2% | -22.2% | +121.4% | +105.8% |
| 10Y | +218.2% | +7.3% | +210.9% | +170.6% |
| All | +6,646.7% | +326.1% | +6,320.6% | +3,138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling