+251.7%
CB vs XYZ
+597.9%
-346.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.8% |
| 7D | +2.9% | -1.1% | +4.0% | +3.0% |
| 30D | +7.3% | +11.5% | -4.2% | +6.2% |
| 3M | +9.4% | +1.8% | +7.6% | +9.0% |
| 6M | +19.6% | +21.2% | -1.6% | +17.2% |
| YTD | +21.5% | +29.9% | -8.5% | +17.7% |
| 1Y | +28.0% | +35.8% | -7.8% | +23.4% |
| 3Y | +74.9% | +62.6% | +12.3% | +60.5% |
| 5Y | +108.1% | -62.8% | +170.9% | +114.8% |
| All | +251.7% | +597.9% | -346.2% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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