+27.2%
CB vs EW
+26.8%
+0.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.5% |
| 7D | -1.5% | +12.3% | -13.8% | -1.7% |
| 30D | +6.5% | +22.9% | -16.4% | +6.3% |
| 3M | +4.1% | +16.7% | -12.6% | +3.8% |
| 6M | +14.4% | +31.0% | -16.5% | +15.0% |
| YTD | +17.5% | +22.8% | -5.3% | +16.9% |
| All | +27.2% | +26.8% | +0.4% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling