+105.5%
CB vs AR
+75.2%
+30.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.4% |
| 7D | +2.6% | -11.7% | +14.3% | +3.7% |
| 30D | +11.2% | +1.8% | +9.3% | +10.9% |
| 3M | +5.7% | +6.0% | -0.2% | +4.9% |
| 6M | +15.9% | -7.0% | +22.9% | +16.3% |
| YTD | +20.2% | +5.6% | +14.6% | +18.6% |
| 1Y | +32.4% | +10.8% | +21.6% | +29.8% |
| 3Y | +75.5% | +19.3% | +56.2% | +67.7% |
| 5Y | +105.5% | +73.3% | +32.2% | +82.3% |
| All | +105.5% | +75.2% | +30.3% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling