+7,262.2%
CB vs D
+1,407.7%
+5,854.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +2.6% | +6.9% | -4.4% | -0.6% |
| 30D | +11.2% | +12.3% | -1.1% | +5.3% |
| 3M | +5.7% | +3.0% | +2.7% | +4.1% |
| 6M | +15.9% | +12.8% | +3.1% | +9.0% |
| YTD | +20.2% | +22.6% | -2.4% | +8.3% |
| 1Y | +32.4% | +21.7% | +10.7% | +19.6% |
| 3Y | +75.5% | +83.9% | -8.4% | +27.1% |
| 5Y | +105.5% | +14.0% | +91.5% | +84.3% |
| 10Y | +258.5% | +45.6% | +213.0% | +175.5% |
| All | +7,262.2% | +1,407.7% | +5,854.4% | +2,160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling