+387.2%
BE vs CB
+101.1%
+286.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +3.3% |
| 7D | -14.7% | +0.2% | -15.0% | -14.7% |
| 30D | -40.5% | +9.1% | -49.6% | -40.3% |
| 3M | -24.3% | +3.4% | -27.8% | -24.1% |
| 6M | -39.3% | +14.1% | -53.4% | -40.0% |
| YTD | +99.4% | +18.0% | +81.4% | +93.9% |
| 1Y | +26.6% | +30.1% | -3.6% | +19.0% |
| 3Y | +1,616.9% | +71.8% | +1,545.2% | +1,303.8% |
| All | +387.2% | +101.1% | +286.0% | +260.2% |
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