+366.7%
CB vs AR
-27.2%
+393.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | +0.5% | +2.5% | -2.0% | +0.3% |
| 30D | -3.1% | +14.8% | -17.9% | -4.3% |
| 3M | +9.0% | +6.2% | +2.7% | +8.3% |
| 6M | +2.9% | +4.3% | -1.4% | +2.2% |
| YTD | +10.1% | +14.4% | -4.3% | +8.4% |
| 1Y | +22.8% | +21.3% | +1.5% | +20.0% |
| 3Y | +73.8% | +39.8% | +34.0% | +65.1% |
| 5Y | +99.2% | +142.1% | -42.9% | +76.9% |
| 10Y | +218.2% | +52.0% | +166.2% | +154.0% |
| All | +366.7% | -27.2% | +393.9% | +289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling