+105.9%
C vs CB
+101.1%
+4.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -6.0% | +9.1% | -15.0% | -9.2% |
| 3M | -10.5% | +3.4% | -14.0% | -11.8% |
| 6M | -5.7% | +14.1% | -19.8% | -11.4% |
| YTD | +4.1% | +18.0% | -13.9% | -4.0% |
| 1Y | +20.5% | +30.1% | -9.6% | +5.8% |
| 3Y | +208.1% | +71.8% | +136.3% | +127.8% |
| All | +105.9% | +101.1% | +4.8% | +35.1% |
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