+74.3%
F vs CB
+246.9%
-172.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.6% |
| 7D | +1.0% | +0.7% | +0.3% | +0.6% |
| 30D | +2.1% | +8.2% | -6.1% | -2.2% |
| 3M | -10.3% | +6.3% | -16.6% | -13.4% |
| 6M | +3.3% | +16.2% | -12.9% | -6.5% |
| YTD | -2.0% | +19.3% | -21.3% | -13.0% |
| 1Y | -2.3% | +29.2% | -31.5% | -17.4% |
| 3Y | +49.9% | +71.4% | -21.6% | +3.1% |
| 5Y | -12.5% | +104.2% | -116.7% | -46.8% |
| 10Y | +74.3% | +246.7% | -172.4% | -30.8% |
| All | +74.3% | +246.9% | -172.7% | -30.8% |
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