+97.4%
CB vs BR
+9.8%
+87.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -0.8% |
| 7D | -0.6% | -5.9% | +5.3% | +1.1% |
| 30D | -3.9% | +1.9% | -5.8% | -4.5% |
| 3M | +4.9% | +14.7% | -9.7% | +0.5% |
| 6M | +3.3% | -12.8% | +16.0% | +6.9% |
| YTD | +8.5% | -23.0% | +31.6% | +16.8% |
| 1Y | +22.1% | -31.7% | +53.7% | +36.6% |
| 3Y | +70.1% | -4.8% | +74.9% | +70.0% |
| 5Y | +97.4% | +7.8% | +89.6% | +82.9% |
| All | +97.4% | +9.8% | +87.6% | +82.9% |
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