+130.7%
C vs BB
-30.6%
+161.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | -5.6% | +9.3% | +4.6% |
| 30D | +0.1% | -11.8% | +11.9% | +2.0% |
| 3M | +2.4% | -25.5% | +28.0% | +6.3% |
| 6M | +24.9% | +121.3% | -96.3% | +4.9% |
| YTD | +19.8% | +103.2% | -83.4% | +2.2% |
| 1Y | +44.9% | +102.6% | -57.8% | +22.7% |
| 3Y | +263.0% | +37.5% | +225.5% | +215.7% |
| All | +130.7% | -30.6% | +161.2% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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