+71.8%
CB vs EAT
+486.0%
-414.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.7% |
| 7D | +0.2% | -2.6% | +2.9% | +0.3% |
| 30D | +9.1% | +11.5% | -2.4% | +8.6% |
| 3M | +3.4% | -9.1% | +12.5% | +3.6% |
| 6M | +14.1% | +40.4% | -26.3% | +12.5% |
| YTD | +18.0% | +43.9% | -25.9% | +16.1% |
| 1Y | +30.1% | +101.9% | -71.8% | +26.0% |
| 3Y | +71.8% | +489.9% | -418.1% | +73.5% |
| All | +71.8% | +486.0% | -414.2% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling