+1,077.0%
TER vs CB
+248.4%
+828.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.2% |
| 7D | +5.9% | -1.0% | +6.9% | +6.3% |
| 30D | -30.8% | +7.3% | -38.1% | -32.8% |
| 3M | -29.9% | +7.0% | -37.0% | -32.2% |
| 6M | -27.5% | +16.3% | -43.8% | -33.4% |
| YTD | +37.5% | +19.7% | +17.7% | +24.0% |
| 1Y | +50.3% | +27.8% | +22.5% | +31.2% |
| 3Y | +204.9% | +72.0% | +132.9% | +122.7% |
| 5Y | +89.2% | +104.9% | -15.7% | +24.2% |
| 10Y | +1,077.0% | +246.7% | +830.2% | +498.6% |
| All | +1,077.0% | +248.4% | +828.5% | +498.6% |
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