+153.7%
CB vs COMP
-52.8%
+206.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.7% | -5.6% | +1.9% |
| 7D | +5.3% | +9.5% | -4.2% | +5.0% |
| 30D | +13.2% | +8.1% | +5.1% | +13.0% |
| 3M | +7.8% | -16.3% | +24.1% | +8.1% |
| 6M | +15.8% | +42.2% | -26.4% | +14.6% |
| YTD | +21.0% | -5.0% | +26.0% | +20.5% |
| 1Y | +32.2% | +20.1% | +12.1% | +30.9% |
| 3Y | +76.7% | +358.4% | -281.8% | +67.5% |
| 5Y | +110.4% | -21.9% | +132.3% | +110.5% |
| All | +153.7% | -52.8% | +206.5% | +159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling