+74.9%
CB vs BB
+147.9%
-73.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.0% |
| 7D | +2.9% | +1.8% | +1.1% | +3.0% |
| 30D | +7.3% | +8.1% | -0.8% | +7.6% |
| 3M | +9.4% | -1.0% | +10.4% | +9.6% |
| 6M | +19.6% | +45.9% | -26.3% | +20.3% |
| YTD | +21.5% | +134.8% | -113.3% | +22.7% |
| 1Y | +28.0% | +104.6% | -76.6% | +29.1% |
| 3Y | +74.9% | +152.8% | -78.0% | +76.4% |
| All | +74.9% | +147.9% | -73.0% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling