+513.4%
BE vs CB
+105.0%
+408.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.3% | +12.6% | +13.0% |
| 7D | +4.5% | -1.0% | +5.6% | +4.5% |
| 30D | -20.1% | +7.3% | -27.5% | -19.9% |
| 3M | -0.8% | +7.0% | -7.8% | -0.5% |
| 6M | -26.2% | +16.3% | -42.6% | -27.1% |
| YTD | +141.1% | +19.7% | +121.3% | +134.5% |
| 1Y | +64.8% | +27.8% | +37.0% | +56.8% |
| 3Y | +1,887.4% | +72.0% | +1,815.4% | +1,536.2% |
| All | +513.4% | +105.0% | +408.4% | +353.2% |
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