+72.4%
CB vs CG
+51.4%
+21.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -1.0% | -3.8% | +2.8% | -0.9% |
| 30D | +7.3% | +7.5% | -0.2% | +7.0% |
| 3M | +7.0% | -14.4% | +21.4% | +7.5% |
| 6M | +16.3% | -15.7% | +32.0% | +17.0% |
| YTD | +19.7% | -29.0% | +48.7% | +21.2% |
| 1Y | +27.8% | -22.1% | +49.9% | +28.6% |
| All | +72.4% | +51.4% | +21.0% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling