+70.1%
CB vs BG
+20.0%
+50.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.8% |
| 7D | -0.6% | +2.4% | -3.0% | -0.8% |
| 30D | -3.9% | +15.0% | -18.9% | -5.0% |
| 3M | +4.9% | -0.7% | +5.6% | +4.9% |
| 6M | +3.3% | +7.5% | -4.2% | +2.3% |
| YTD | +8.5% | +41.6% | -33.1% | +4.3% |
| 1Y | +22.1% | +50.7% | -28.6% | +16.4% |
| 3Y | +70.1% | +20.3% | +49.8% | +69.8% |
| All | +70.1% | +20.0% | +50.2% | +69.8% |
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