+28.0%
CB vs AR
+11.3%
+16.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.9% | +7.4% | -4.4% | +3.1% |
| 30D | +7.3% | +5.8% | +1.5% | +7.2% |
| 3M | +9.4% | +5.2% | +4.2% | +9.3% |
| 6M | +19.6% | +5.4% | +14.2% | +19.4% |
| YTD | +21.5% | +12.4% | +9.1% | +21.1% |
| 1Y | +28.0% | +12.8% | +15.2% | +27.8% |
| All | +28.0% | +11.3% | +16.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling