+107.8%
CB vs ALL
+161.6%
-53.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +2.9% | +5.0% | -2.1% | +0.5% |
| 30D | +7.3% | +13.3% | -6.0% | +1.0% |
| 3M | +9.4% | +3.2% | +6.2% | +7.5% |
| 6M | +19.6% | +25.3% | -5.7% | +6.9% |
| YTD | +21.5% | +30.5% | -9.0% | +6.2% |
| 1Y | +28.0% | +29.2% | -1.2% | +12.3% |
| 3Y | +74.9% | +119.1% | -44.2% | +19.5% |
| All | +107.8% | +161.6% | -53.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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