+28.0%
CB vs HWM
+7.5%
+20.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +2.9% | +7.3% | -4.4% | +2.9% |
| 30D | +7.3% | +1.6% | +5.7% | +7.1% |
| 3M | +9.4% | -21.9% | +31.3% | +9.3% |
| 6M | +19.6% | -19.0% | +38.7% | +19.7% |
| YTD | +21.5% | +7.9% | +13.5% | +23.7% |
| 1Y | +28.0% | +9.9% | +18.1% | +30.9% |
| All | +28.0% | +7.5% | +20.5% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling