+103.2%
CB vs D
+12.5%
+90.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | +0.2% | +3.0% | -2.7% | -0.6% |
| 30D | +9.1% | +11.5% | -2.4% | +5.8% |
| 3M | +3.4% | +3.7% | -0.3% | +2.3% |
| 6M | +14.1% | +13.5% | +0.6% | +9.9% |
| YTD | +18.0% | +20.7% | -2.7% | +11.4% |
| 1Y | +30.1% | +18.2% | +11.9% | +23.5% |
| 3Y | +71.8% | +73.3% | -1.5% | +47.0% |
| All | +103.2% | +12.5% | +90.7% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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