+105.5%
CB vs COMP
-28.0%
+133.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.2% | +7.5% | -0.5% |
| 7D | +2.6% | -1.8% | +4.4% | +2.6% |
| 30D | +11.2% | -0.8% | +12.0% | +11.2% |
| 3M | +5.7% | -28.1% | +33.9% | +6.3% |
| 6M | +15.9% | +27.0% | -11.1% | +15.0% |
| YTD | +20.2% | -12.8% | +32.9% | +19.9% |
| 1Y | +32.4% | +4.9% | +27.5% | +31.5% |
| 3Y | +75.5% | +321.0% | -245.5% | +67.1% |
| 5Y | +105.5% | -25.6% | +131.1% | +115.4% |
| All | +105.5% | -28.0% | +133.5% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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