+43.1%
CB vs AS
+120.4%
-77.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.0% |
| 7D | +0.5% | -4.9% | +5.4% | +0.6% |
| 30D | -3.1% | -19.6% | +16.5% | -2.8% |
| 3M | +9.0% | -14.4% | +23.3% | +9.2% |
| 6M | +2.9% | -20.1% | +23.0% | +3.1% |
| YTD | +10.1% | -20.9% | +31.0% | +10.4% |
| 1Y | +22.8% | -21.9% | +44.6% | +23.0% |
| All | +43.1% | +120.4% | -77.3% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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