+6,646.7%
CB vs CP
+10,302.8%
-3,656.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | -2.7% | +3.2% | +1.4% |
| 30D | -3.1% | +0.2% | -3.3% | -3.3% |
| 3M | +9.0% | +2.6% | +6.4% | +7.8% |
| 6M | +2.9% | +6.0% | -3.1% | +0.2% |
| YTD | +10.1% | +24.9% | -14.8% | +0.9% |
| 1Y | +22.8% | +20.1% | +2.7% | +13.9% |
| 3Y | +73.8% | +16.4% | +57.4% | +59.7% |
| 5Y | +99.2% | +31.7% | +67.4% | +72.5% |
| 10Y | +218.2% | +223.9% | -5.6% | +95.2% |
| All | +6,646.7% | +10,302.8% | -3,656.1% | +1,209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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