+101.5%
CB vs BR
+19.0%
+82.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | +0.2% | +6.5% | -6.2% | -1.5% |
| 30D | +9.1% | +18.9% | -9.8% | +3.8% |
| 3M | +3.4% | +16.3% | -12.9% | -1.1% |
| 6M | +14.1% | +26.2% | -12.1% | +6.0% |
| YTD | +18.0% | -13.1% | +31.1% | +22.7% |
| 1Y | +30.1% | -10.5% | +40.6% | +33.9% |
| 3Y | +71.8% | +13.3% | +58.4% | +62.9% |
| All | +101.5% | +19.0% | +82.5% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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