+799.4%
CB vs BR
+1,321.0%
-521.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.4% |
| 7D | +0.5% | -5.3% | +5.8% | +2.9% |
| 30D | -3.1% | +6.4% | -9.6% | -5.9% |
| 3M | +9.0% | +13.6% | -4.7% | +2.3% |
| 6M | +2.9% | -6.7% | +9.6% | +4.7% |
| YTD | +10.1% | -21.1% | +31.2% | +20.3% |
| 1Y | +22.8% | -29.6% | +52.4% | +41.2% |
| 3Y | +73.8% | -2.4% | +76.2% | +69.5% |
| 5Y | +99.2% | +11.2% | +87.9% | +78.1% |
| 10Y | +218.2% | +191.8% | +26.4% | +71.2% |
| All | +799.4% | +1,321.0% | -521.6% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling