+223.5%
CB vs XYZ
+580.4%
-356.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -0.5% | -3.7% | +3.2% | -0.2% |
| 30D | -3.1% | +0.5% | -3.6% | -3.2% |
| 3M | +4.2% | +16.3% | -12.1% | +2.6% |
| 6M | +4.7% | +21.1% | -16.4% | +2.5% |
| YTD | +8.8% | +22.0% | -13.2% | +6.1% |
| 1Y | +22.6% | +5.2% | +17.5% | +20.9% |
| 3Y | +70.6% | +49.6% | +21.0% | +57.7% |
| 5Y | +99.4% | -68.4% | +167.9% | +109.5% |
| 10Y | +223.5% | +604.5% | -381.1% | +125.3% |
| All | +223.5% | +580.4% | -356.9% | +125.3% |
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