+79.8%
F vs CB
+248.0%
-168.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.3% |
| 7D | +1.6% | +0.2% | +1.3% | +1.4% |
| 30D | +2.6% | +9.1% | -6.4% | -2.2% |
| 3M | -8.8% | +3.4% | -12.2% | -10.6% |
| 6M | +4.6% | +14.1% | -9.5% | -4.2% |
| YTD | -1.9% | +18.0% | -19.9% | -12.3% |
| 1Y | -0.8% | +30.1% | -30.9% | -16.5% |
| 3Y | +43.5% | +71.8% | -28.3% | -1.6% |
| 5Y | -12.1% | +101.8% | -113.9% | -46.2% |
| All | +79.8% | +248.0% | -168.2% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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