+101.0%
CB vs BB
-30.6%
+131.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | -5.6% | +6.1% | +0.6% |
| 30D | -3.1% | -11.8% | +8.7% | -2.9% |
| 3M | +9.0% | -25.5% | +34.5% | +9.4% |
| 6M | +2.9% | +121.3% | -118.4% | -0.3% |
| YTD | +10.1% | +103.2% | -93.1% | +7.0% |
| 1Y | +22.8% | +102.6% | -79.8% | +19.0% |
| 3Y | +73.8% | +37.5% | +36.3% | +70.1% |
| All | +101.0% | -30.6% | +131.6% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling