+408.0%
C vs CB
+6,559.4%
-6,151.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.8% |
| 7D | +3.6% | +0.5% | +3.1% | +3.3% |
| 30D | +0.1% | -3.1% | +3.2% | +1.9% |
| 3M | +2.4% | +9.0% | -6.5% | -3.6% |
| 6M | +24.9% | +2.9% | +22.1% | +21.5% |
| YTD | +19.8% | +10.1% | +9.7% | +11.4% |
| 1Y | +44.9% | +22.8% | +22.1% | +25.5% |
| 3Y | +263.0% | +73.8% | +189.2% | +149.2% |
| 5Y | +129.5% | +99.2% | +30.4% | +43.3% |
| 10Y | +291.6% | +218.2% | +73.4% | +87.6% |
| All | +408.0% | +6,559.4% | -6,151.4% | -15.4% |
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