+71.6%
CB vs BG
+5.5%
+66.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | -1.5% | +7.4% | -8.9% | -2.0% |
| 30D | +6.5% | -1.5% | +8.0% | +6.6% |
| 3M | +4.1% | -6.1% | +10.1% | +4.4% |
| 6M | +14.4% | -18.0% | +32.4% | +15.8% |
| YTD | +17.5% | +15.6% | +1.9% | +14.8% |
| 1Y | +27.5% | +9.6% | +18.0% | +25.3% |
| 3Y | +71.6% | +6.3% | +65.3% | +70.6% |
| All | +71.6% | +5.5% | +66.1% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling