+101.0%
CB vs EAT
+350.4%
-249.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -3.1% | +1.9% | -5.0% | -3.3% |
| 3M | +9.0% | +68.7% | -59.7% | +4.3% |
| 6M | +2.9% | +66.9% | -64.0% | -1.9% |
| YTD | +10.1% | +60.4% | -50.3% | +5.2% |
| 1Y | +22.8% | +44.0% | -21.2% | +18.3% |
| 3Y | +73.8% | +604.7% | -530.9% | +37.5% |
| All | +101.0% | +350.4% | -249.4% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling