+58.8%
T vs CB
+246.9%
-188.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | 0.0% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | -1.1% | +8.2% | -9.3% | -4.2% |
| 3M | -7.7% | +6.3% | -14.0% | -10.0% |
| 6M | -10.6% | +16.2% | -26.8% | -16.2% |
| YTD | -7.5% | +19.3% | -26.8% | -14.3% |
| 1Y | -7.4% | +29.2% | -36.6% | -17.2% |
| 3Y | +63.1% | +71.4% | -8.4% | +27.7% |
| 5Y | +55.2% | +104.2% | -49.1% | +10.6% |
| 10Y | +58.8% | +246.7% | -187.9% | -11.9% |
| All | +58.8% | +246.9% | -188.1% | -11.9% |
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