+113.6%
C vs CB
+107.6%
+6.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +4.2% | +2.9% | +1.2% | +3.0% |
| 30D | +2.0% | +7.3% | -5.3% | -0.8% |
| 3M | -10.1% | +9.4% | -19.5% | -13.3% |
| 6M | +1.0% | +19.6% | -18.6% | -6.9% |
| YTD | +8.5% | +21.5% | -13.0% | -1.2% |
| 1Y | +25.7% | +28.0% | -2.3% | +11.6% |
| 3Y | +216.0% | +74.9% | +141.1% | +132.5% |
| All | +113.6% | +107.6% | +6.0% | +38.8% |
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