+30.1%
CB vs A
+20.8%
+9.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.6% |
| 7D | +0.2% | -0.1% | +0.3% | +0.3% |
| 30D | +9.1% | +3.4% | +5.7% | +9.4% |
| 3M | +3.4% | +23.8% | -20.4% | +5.3% |
| 6M | +14.1% | +49.0% | -34.9% | +17.9% |
| YTD | +18.0% | +29.4% | -11.4% | +20.2% |
| 1Y | +30.1% | +19.4% | +10.8% | +33.0% |
| All | +30.1% | +20.8% | +9.4% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling