+108.4%
B vs CB
+105.8%
+2.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.1% |
| 7D | -6.2% | 0.0% | -6.2% | -6.2% |
| 30D | -6.6% | +7.4% | -14.0% | -6.9% |
| 3M | -7.9% | +8.6% | -16.5% | -8.3% |
| 6M | -16.8% | +16.1% | -33.0% | -17.6% |
| YTD | -11.7% | +20.2% | -31.9% | -13.0% |
| 1Y | +3.5% | +27.2% | -23.7% | +1.1% |
| 3Y | +165.7% | +72.7% | +93.0% | +151.2% |
| 5Y | +108.4% | +105.9% | +2.5% | +95.0% |
| All | +108.4% | +105.8% | +2.6% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling