+27.8%
CB vs BG
+8.1%
+19.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.3% |
| 7D | -1.0% | +3.4% | -4.4% | -1.1% |
| 30D | +7.3% | -3.8% | +11.1% | +7.4% |
| 3M | +7.0% | -9.6% | +16.6% | +7.2% |
| 6M | +16.3% | -19.5% | +35.9% | +16.6% |
| YTD | +19.7% | +14.6% | +5.1% | +15.5% |
| 1Y | +27.8% | +6.6% | +21.2% | +25.1% |
| All | +27.8% | +8.1% | +19.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling