+3,029.2%
CB vs EW
+6,974.1%
-3,944.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -3.1% | +1.0% | -4.2% | -3.4% |
| 3M | +9.0% | +2.8% | +6.2% | +8.2% |
| 6M | +2.9% | +5.5% | -2.6% | +1.3% |
| YTD | +10.1% | +5.5% | +4.7% | +8.3% |
| 1Y | +22.8% | +11.0% | +11.7% | +19.3% |
| 3Y | +73.8% | +17.7% | +56.1% | +61.5% |
| 5Y | +99.2% | -25.7% | +124.9% | +100.4% |
| 10Y | +218.2% | +132.8% | +85.4% | +142.5% |
| All | +3,029.2% | +6,974.1% | -3,944.9% | +1,319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling