-11.7%
C vs BB
+307.3%
-319.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.2% |
| 7D | -2.4% | +3.8% | -6.2% | -3.0% |
| 30D | -6.0% | -0.3% | -5.6% | -6.3% |
| 3M | -10.5% | -0.5% | -10.1% | -11.3% |
| 6M | -5.7% | +45.9% | -51.6% | -13.5% |
| YTD | +4.1% | +130.6% | -126.5% | -11.9% |
| 1Y | +20.5% | +89.2% | -68.7% | +5.0% |
| 3Y | +208.1% | +137.5% | +70.6% | +147.5% |
| 5Y | +110.4% | -20.9% | +131.3% | +94.4% |
| 10Y | +234.6% | +25.4% | +209.2% | +145.1% |
| All | -11.7% | +307.3% | -319.0% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling