+271.6%
CB vs GDDY
+368.0%
-96.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -0.5% | -8.1% | +7.6% | +0.8% |
| 30D | -3.1% | +2.3% | -5.4% | -3.6% |
| 3M | +4.2% | +14.7% | -10.6% | +1.1% |
| 6M | +4.7% | +2.1% | +2.6% | +3.1% |
| YTD | +8.8% | -24.6% | +33.4% | +12.3% |
| 1Y | +22.6% | -37.1% | +59.8% | +30.4% |
| 3Y | +70.6% | +25.5% | +45.1% | +57.9% |
| 5Y | +99.4% | +24.2% | +75.2% | +81.8% |
| 10Y | +223.5% | +191.6% | +31.9% | +159.8% |
| All | +271.6% | +368.0% | -96.4% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling