+101.5%
CB vs BG
+22.5%
+79.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | +0.2% | +2.5% | -2.3% | -0.2% |
| 30D | +9.1% | -6.1% | +15.1% | +10.2% |
| 3M | +3.4% | -8.5% | +11.9% | +4.7% |
| 6M | +14.1% | -20.4% | +34.5% | +18.2% |
| YTD | +18.0% | +13.3% | +4.7% | +13.3% |
| 1Y | +30.1% | +7.3% | +22.9% | +26.3% |
| 3Y | +71.8% | +2.6% | +69.2% | +66.9% |
| All | +101.5% | +22.5% | +79.0% | +77.0% |
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