+135.2%
B vs CB
+107.2%
+28.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +4.3% | +2.6% | +1.7% | +4.2% |
| 30D | -0.9% | +11.2% | -12.1% | -1.5% |
| 3M | -1.4% | +5.7% | -7.1% | -1.6% |
| 6M | +5.0% | +15.9% | -10.9% | +4.0% |
| YTD | -5.8% | +20.2% | -26.0% | -7.3% |
| 1Y | +25.6% | +32.4% | -6.8% | +22.0% |
| 3Y | +161.6% | +75.5% | +86.1% | +146.9% |
| 5Y | +135.2% | +105.5% | +29.7% | +120.6% |
| All | +135.2% | +107.2% | +28.0% | +120.6% |
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