+104.9%
CB vs A
+14.4%
+90.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +7.3% | +3.3% | +4.0% | +6.9% |
| 3M | +7.0% | +18.5% | -11.5% | +4.9% |
| 6M | +16.3% | +59.3% | -43.0% | +9.7% |
| YTD | +19.7% | +31.0% | -11.3% | +15.7% |
| 1Y | +27.8% | +19.3% | +8.5% | +25.2% |
| 3Y | +72.0% | +66.8% | +5.2% | +53.3% |
| 5Y | +104.9% | +15.5% | +89.4% | +92.2% |
| All | +104.9% | +14.4% | +90.4% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling