+67.2%
F vs CB
+246.5%
-179.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -3.1% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -0.5% | +7.4% | -7.9% | -4.3% |
| 3M | -12.9% | +8.6% | -21.5% | -16.9% |
| 6M | +1.5% | +16.1% | -14.6% | -8.0% |
| YTD | -5.0% | +20.2% | -25.2% | -16.0% |
| 1Y | -7.3% | +27.2% | -34.5% | -20.9% |
| 3Y | +45.3% | +72.7% | -27.4% | -0.5% |
| 5Y | -15.8% | +105.9% | -121.7% | -49.0% |
| All | +67.2% | +246.5% | -179.3% | -33.3% |
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