+28.0%
CB vs EW
+25.9%
+2.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | +2.9% | +4.9% | -2.0% | +2.9% |
| 30D | +7.3% | +23.9% | -16.6% | +7.1% |
| 3M | +9.4% | +15.8% | -6.4% | +9.1% |
| 6M | +19.6% | +31.7% | -12.0% | +20.3% |
| YTD | +21.5% | +25.7% | -4.2% | +20.6% |
| 1Y | +28.0% | +24.4% | +3.6% | +27.1% |
| All | +28.0% | +25.9% | +2.1% | +27.1% |
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