+2,917.2%
CB vs A
+457.0%
+2,460.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +0.5% | -1.9% | +2.4% | +0.9% |
| 30D | -3.1% | +6.9% | -10.0% | -4.6% |
| 3M | +9.0% | +9.2% | -0.3% | +6.6% |
| 6M | +2.9% | +25.7% | -22.8% | -3.0% |
| YTD | +10.1% | +11.5% | -1.4% | +6.3% |
| 1Y | +22.8% | +18.4% | +4.4% | +16.6% |
| 3Y | +73.8% | +26.6% | +47.2% | +59.1% |
| 5Y | +99.2% | -12.8% | +112.0% | +95.5% |
| 10Y | +218.2% | +247.2% | -29.0% | +128.6% |
| All | +2,917.2% | +457.0% | +2,460.2% | +1,374.8% |
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