+2,096.5%
CB vs BB
+258.8%
+1,837.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | -5.6% | +6.1% | +0.9% |
| 30D | -3.1% | -11.8% | +8.7% | -2.3% |
| 3M | +9.0% | -25.5% | +34.5% | +10.6% |
| 6M | +2.9% | +121.3% | -118.4% | -4.4% |
| YTD | +10.1% | +103.2% | -93.1% | +2.9% |
| 1Y | +22.8% | +102.6% | -79.8% | +14.4% |
| 3Y | +73.8% | +37.5% | +36.3% | +62.2% |
| 5Y | +99.2% | -30.4% | +129.6% | +92.2% |
| 10Y | +218.2% | 0.0% | +218.2% | +172.2% |
| All | +2,096.5% | +258.8% | +1,837.7% | +1,511.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling