+104.2%
CB vs EW
-13.2%
+117.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.6% |
| 7D | +0.7% | +9.3% | -8.6% | 0.0% |
| 30D | +8.2% | +22.1% | -13.9% | +6.5% |
| 3M | +6.3% | +13.0% | -6.7% | +5.2% |
| 6M | +16.2% | +30.1% | -13.9% | +13.8% |
| YTD | +19.3% | +22.0% | -2.7% | +17.3% |
| 1Y | +29.2% | +23.7% | +5.5% | +26.8% |
| 3Y | +71.4% | +62.0% | +9.5% | +60.7% |
| 5Y | +104.2% | -12.4% | +116.7% | +109.2% |
| All | +104.2% | -13.2% | +117.4% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling