+1,671.4%
TER vs CB
+219.1%
+1,452.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +6.2% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -8.3% | -3.1% | -5.2% | -7.3% |
| 3M | -12.2% | +9.0% | -21.2% | -17.1% |
| 6M | +17.1% | +2.9% | +14.2% | +13.3% |
| YTD | +84.7% | +10.1% | +74.6% | +72.6% |
| 1Y | +199.9% | +22.8% | +177.1% | +165.1% |
| 3Y | +232.8% | +73.8% | +159.0% | +138.7% |
| 5Y | +198.6% | +99.2% | +99.4% | +97.1% |
| All | +1,671.4% | +219.1% | +1,452.3% | +786.0% |
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