+97.8%
CB vs GTLB
-47.1%
+144.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.9% |
| 7D | +0.5% | +11.1% | -10.6% | +0.4% |
| 30D | -3.1% | +37.8% | -40.9% | -3.4% |
| 3M | +9.0% | +61.6% | -52.6% | +8.4% |
| 6M | +2.9% | +98.9% | -96.1% | +2.1% |
| YTD | +10.1% | +32.8% | -22.7% | +9.7% |
| 1Y | +22.8% | +14.7% | +8.1% | +22.4% |
| 3Y | +73.8% | +1.3% | +72.5% | +72.2% |
| All | +97.8% | -47.1% | +144.9% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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