+71.8%
CB vs EW
+51.9%
+19.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.8% |
| 7D | +0.2% | +11.0% | -10.8% | -0.2% |
| 30D | +9.1% | +19.1% | -10.0% | +8.4% |
| 3M | +3.4% | +14.4% | -10.9% | +2.9% |
| 6M | +14.1% | +22.8% | -8.7% | +13.3% |
| YTD | +18.0% | +19.8% | -1.8% | +17.2% |
| 1Y | +30.1% | +23.9% | +6.2% | +29.1% |
| 3Y | +71.8% | +52.2% | +19.6% | +71.1% |
| All | +71.8% | +51.9% | +19.8% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling