+6,646.7%
CB vs DE
+15,224.9%
-8,578.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.5% | +10.0% | -9.5% | -2.6% |
| 30D | -3.1% | +13.3% | -16.4% | -7.2% |
| 3M | +9.0% | +17.5% | -8.6% | +2.7% |
| 6M | +2.9% | +13.6% | -10.7% | -2.5% |
| YTD | +10.1% | +49.8% | -39.7% | -5.2% |
| 1Y | +22.8% | +47.9% | -25.1% | +5.9% |
| 3Y | +73.8% | +72.5% | +1.3% | +39.1% |
| 5Y | +99.2% | +90.2% | +8.9% | +50.1% |
| 10Y | +218.2% | +865.4% | -647.2% | +35.5% |
| All | +6,646.7% | +15,224.9% | -8,578.2% | +1,325.1% |
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