+6,797.3%
CB vs ALL
+3,667.9%
+3,129.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.2% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -3.1% | -1.5% | -1.6% | -2.5% |
| 3M | +9.0% | +23.6% | -14.7% | -3.0% |
| 6M | +2.9% | +22.3% | -19.5% | -8.1% |
| YTD | +10.1% | +26.5% | -16.4% | -3.6% |
| 1Y | +22.8% | +27.0% | -4.2% | +7.0% |
| 3Y | +73.8% | +149.6% | -75.8% | +3.5% |
| 5Y | +99.2% | +118.1% | -18.9% | +24.0% |
| 10Y | +218.2% | +369.0% | -150.8% | +30.3% |
| All | +6,797.3% | +3,667.9% | +3,129.4% | +1,236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling