+1,057.8%
TER vs CB
+246.5%
+811.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | +24.0% | 0.0% | +23.9% | +23.9% |
| 30D | -30.6% | +7.4% | -38.0% | -32.7% |
| 3M | -34.5% | +8.6% | -43.1% | -36.9% |
| 6M | -26.4% | +16.1% | -42.5% | -32.4% |
| YTD | +36.4% | +20.2% | +16.2% | +22.9% |
| 1Y | +47.4% | +27.2% | +20.2% | +29.1% |
| 3Y | +202.6% | +72.7% | +129.9% | +120.7% |
| 5Y | +83.9% | +105.9% | -22.0% | +20.4% |
| All | +1,057.8% | +246.5% | +811.2% | +487.5% |
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