+7,312.5%
CB vs CP
+10,645.3%
-3,332.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +0.8% |
| 7D | +5.3% | +5.6% | -0.3% | +3.2% |
| 30D | +13.2% | +10.0% | +3.2% | +9.4% |
| 3M | +7.8% | +4.4% | +3.4% | +5.9% |
| 6M | +15.8% | +14.1% | +1.7% | +10.0% |
| YTD | +21.0% | +29.1% | -8.1% | +9.5% |
| 1Y | +32.2% | +34.6% | -2.4% | +17.7% |
| 3Y | +76.7% | +29.8% | +46.9% | +56.1% |
| 5Y | +110.4% | +28.7% | +81.7% | +83.8% |
| 10Y | +261.0% | +267.3% | -6.4% | +112.0% |
| All | +7,312.5% | +10,645.3% | -3,332.8% | +1,321.5% |
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