+3,133.9%
CB vs A
+546.2%
+2,587.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +9.1% | +3.4% | +5.7% | +8.2% |
| 3M | +3.4% | +23.8% | -20.4% | -1.6% |
| 6M | +14.1% | +49.0% | -34.9% | +3.7% |
| YTD | +18.0% | +29.4% | -11.4% | +10.1% |
| 1Y | +30.1% | +19.4% | +10.8% | +23.4% |
| 3Y | +71.8% | +66.2% | +5.6% | +48.0% |
| 5Y | +101.8% | +15.8% | +86.0% | +85.8% |
| 10Y | +252.1% | +326.1% | -73.9% | +141.9% |
| All | +3,133.9% | +546.2% | +2,587.7% | +1,427.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling