+69.8%
CB vs GDDY
+28.5%
+41.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.6% | 0.0% |
| 7D | -2.8% | -7.0% | +4.3% | -2.1% |
| 30D | -2.4% | +6.2% | -8.6% | -3.0% |
| 3M | +2.8% | +20.0% | -17.3% | +0.7% |
| 6M | +4.8% | +6.8% | -2.1% | +3.4% |
| YTD | +9.2% | -22.3% | +31.5% | +10.9% |
| 1Y | +22.8% | -33.5% | +56.3% | +26.7% |
| All | +69.8% | +28.5% | +41.2% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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