+1,170.7%
CB vs GME
+1,082.6%
+88.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +0.5% | +7.2% | -6.7% | +0.2% |
| 30D | -3.1% | +0.8% | -3.9% | -3.1% |
| 3M | +9.0% | -14.0% | +22.9% | +9.5% |
| 6M | +2.9% | -19.7% | +22.6% | +3.5% |
| YTD | +10.1% | -4.6% | +14.7% | +10.1% |
| 1Y | +22.8% | -14.3% | +37.1% | +23.2% |
| 3Y | +73.8% | +4.0% | +69.8% | +63.4% |
| 5Y | +99.2% | -62.2% | +161.4% | +89.9% |
| 10Y | +218.2% | +241.4% | -23.1% | +65.0% |
| All | +1,170.7% | +1,082.6% | +88.1% | +369.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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