+71.8%
CB vs A
+64.2%
+7.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.8% |
| 7D | +0.2% | -0.1% | +0.3% | +0.3% |
| 30D | +9.1% | +3.4% | +5.7% | +9.1% |
| 3M | +3.4% | +23.8% | -20.4% | +3.3% |
| 6M | +14.1% | +49.0% | -34.9% | +13.7% |
| YTD | +18.0% | +29.4% | -11.4% | +18.1% |
| 1Y | +30.1% | +19.4% | +10.8% | +30.7% |
| 3Y | +71.8% | +66.2% | +5.6% | +67.4% |
| All | +71.8% | +64.2% | +7.5% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling