+67.3%
F vs CB
+250.2%
-182.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -3.1% | +2.9% | -6.0% | -4.7% |
| 30D | 0.0% | +7.3% | -7.3% | -3.8% |
| 3M | -13.2% | +9.4% | -22.6% | -17.5% |
| 6M | -10.2% | +19.6% | -29.8% | -19.9% |
| YTD | -4.9% | +21.5% | -26.4% | -16.4% |
| 1Y | -6.1% | +28.0% | -34.1% | -20.1% |
| 3Y | +46.0% | +74.9% | -28.9% | -0.7% |
| 5Y | -15.7% | +108.1% | -123.8% | -49.3% |
| All | +67.3% | +250.2% | -182.9% | -33.6% |
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