+7,262.2%
CB vs CP
+10,571.3%
-3,309.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +2.6% | +6.1% | -3.5% | +0.4% |
| 30D | +11.2% | +9.8% | +1.4% | +7.5% |
| 3M | +5.7% | +2.7% | +3.0% | +4.5% |
| 6M | +15.9% | +12.8% | +3.1% | +10.6% |
| YTD | +20.2% | +28.2% | -8.0% | +9.0% |
| 1Y | +32.4% | +34.1% | -1.7% | +18.0% |
| 3Y | +75.5% | +28.9% | +46.6% | +55.4% |
| 5Y | +105.5% | +27.1% | +78.4% | +80.4% |
| 10Y | +258.5% | +264.8% | -6.3% | +111.1% |
| All | +7,262.2% | +10,571.3% | -3,309.1% | +1,315.4% |
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