+412.8%
CB vs AR
-30.9%
+443.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.3% | +8.3% | +2.6% |
| 7D | +5.3% | -11.1% | +16.4% | +6.3% |
| 30D | +13.2% | +7.9% | +5.3% | +12.4% |
| 3M | +7.8% | +4.9% | +2.9% | +7.1% |
| 6M | +15.8% | -5.3% | +21.1% | +16.0% |
| YTD | +21.0% | +8.6% | +12.4% | +19.4% |
| 1Y | +32.2% | +13.7% | +18.5% | +29.8% |
| 3Y | +76.7% | +22.8% | +53.9% | +69.8% |
| 5Y | +110.4% | +82.0% | +28.4% | +91.5% |
| 10Y | +261.0% | +51.8% | +209.1% | +188.1% |
| All | +412.8% | -30.9% | +443.7% | +329.3% |
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 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