+864.0%
CB vs BR
+1,465.0%
-601.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.0% |
| 7D | +0.2% | +6.5% | -6.2% | -2.5% |
| 30D | +9.1% | +18.9% | -9.8% | +1.0% |
| 3M | +3.4% | +16.3% | -12.9% | -3.6% |
| 6M | +14.1% | +26.2% | -12.1% | +1.8% |
| YTD | +18.0% | -13.1% | +31.1% | +23.4% |
| 1Y | +30.1% | -10.5% | +40.6% | +34.1% |
| 3Y | +71.8% | +13.3% | +58.4% | +56.6% |
| 5Y | +101.8% | +19.9% | +81.9% | +74.8% |
| 10Y | +252.1% | +254.2% | -2.1% | +72.9% |
| All | +864.0% | +1,465.0% | -601.0% | +98.9% |
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 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