+532.2%
BE vs CB
+107.6%
+424.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -4.9% |
| 7D | +10.8% | +2.9% | +7.9% | +11.0% |
| 30D | -19.8% | +7.3% | -27.1% | -19.5% |
| 3M | -18.7% | +9.4% | -28.1% | -18.4% |
| 6M | -33.7% | +19.6% | -53.4% | -34.6% |
| YTD | +121.0% | +21.5% | +99.5% | +115.1% |
| 1Y | +85.4% | +28.0% | +57.4% | +77.3% |
| 3Y | +1,709.5% | +74.9% | +1,634.6% | +1,388.7% |
| All | +532.2% | +107.6% | +424.6% | +367.5% |
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