+7,131.2%
CB vs DE
+14,776.8%
-7,645.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.2% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | +9.1% | +2.3% | +6.8% | +8.2% |
| 3M | +3.4% | +9.5% | -6.1% | 0.0% |
| 6M | +14.1% | +14.1% | 0.0% | +8.1% |
| YTD | +18.0% | +45.4% | -27.4% | +2.4% |
| 1Y | +30.1% | +42.9% | -12.8% | +13.4% |
| 3Y | +71.8% | +84.8% | -13.1% | +34.2% |
| 5Y | +101.8% | +101.8% | 0.0% | +49.1% |
| 10Y | +252.1% | +788.0% | -535.9% | +53.7% |
| All | +7,131.2% | +14,776.8% | -7,645.6% | +1,438.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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