+138.0%
B vs CB
+101.1%
+36.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | +9.6% | +0.2% | +9.3% | +9.6% |
| 30D | +3.5% | +9.1% | -5.5% | +3.1% |
| 3M | -1.6% | +3.4% | -5.0% | -1.8% |
| 6M | -1.7% | +14.1% | -15.8% | -2.6% |
| YTD | -5.3% | +18.0% | -23.3% | -6.7% |
| 1Y | +27.2% | +30.1% | -2.9% | +23.7% |
| 3Y | +166.1% | +71.8% | +94.3% | +151.5% |
| All | +138.0% | +101.1% | +36.8% | +123.3% |
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