+99.4%
CB vs BG
+84.9%
+14.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -0.5% | +0.5% | -1.1% | -0.7% |
| 30D | -3.1% | +10.3% | -13.4% | -4.9% |
| 3M | +4.2% | -1.9% | +6.1% | +4.3% |
| 6M | +4.7% | +5.2% | -0.5% | +3.1% |
| YTD | +8.8% | +41.2% | -32.3% | +0.4% |
| 1Y | +22.6% | +50.5% | -27.9% | +11.1% |
| 3Y | +70.6% | +19.9% | +50.7% | +62.4% |
| 5Y | +99.4% | +86.7% | +12.7% | +56.4% |
| All | +99.4% | +84.9% | +14.5% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling