+54.1%
T vs CB
+246.2%
-192.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.7% | -1.5% | +3.2% | +2.3% |
| 30D | -1.7% | +6.5% | -8.2% | -4.2% |
| 3M | -7.3% | +4.1% | -11.4% | -8.8% |
| 6M | -11.2% | +14.4% | -25.6% | -16.2% |
| YTD | -8.1% | +17.5% | -25.6% | -14.3% |
| 1Y | -8.0% | +27.5% | -35.6% | -17.2% |
| 3Y | +62.1% | +71.6% | -9.5% | +26.9% |
| 5Y | +55.7% | +100.6% | -44.9% | +11.8% |
| 10Y | +54.1% | +243.0% | -188.9% | -13.6% |
| All | +54.1% | +246.2% | -192.1% | -13.6% |
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