+641.7%
BE vs CB
+220.4%
+421.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -5.9% | -4.9% |
| 7D | -13.4% | +0.7% | -14.1% | -13.6% |
| 30D | -33.9% | +8.2% | -42.1% | -35.9% |
| 3M | -12.0% | +6.3% | -18.3% | -14.3% |
| 6M | -29.0% | +16.2% | -45.2% | -34.7% |
| YTD | +113.4% | +19.3% | +94.1% | +91.2% |
| 1Y | +33.2% | +29.2% | +4.0% | +14.2% |
| 3Y | +1,659.2% | +71.4% | +1,587.8% | +1,156.3% |
| 5Y | +461.4% | +104.2% | +357.1% | +255.9% |
| All | +641.7% | +220.4% | +421.3% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling