+362.7%
C vs CB
+7,216.6%
-6,854.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.4% |
| 7D | +1.1% | +5.3% | -4.2% | -2.0% |
| 30D | -2.4% | +13.2% | -15.6% | -9.5% |
| 3M | -8.4% | +7.8% | -16.1% | -12.6% |
| 6M | +0.3% | +15.8% | -15.4% | -9.2% |
| YTD | +9.1% | +21.0% | -11.9% | -4.4% |
| 1Y | +26.0% | +32.2% | -6.1% | +4.6% |
| 3Y | +221.2% | +76.7% | +144.5% | +118.5% |
| 5Y | +120.4% | +110.4% | +10.1% | +33.1% |
| 10Y | +250.6% | +261.0% | -10.4% | +55.7% |
| All | +362.7% | +7,216.6% | -6,854.0% | -27.3% |
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