+165.5%
B vs CB
+74.1%
+91.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.6% |
| 7D | -7.3% | +2.9% | -10.3% | -7.3% |
| 30D | -3.3% | +7.3% | -10.7% | -3.2% |
| 3M | -7.8% | +9.4% | -17.2% | -7.6% |
| 6M | -15.5% | +19.6% | -35.2% | -15.7% |
| YTD | -12.3% | +21.5% | -33.7% | -12.7% |
| 1Y | +5.4% | +28.0% | -22.6% | +3.9% |
| 3Y | +165.5% | +74.9% | +90.7% | +167.1% |
| All | +165.5% | +74.1% | +91.4% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling