+30.1%
CB vs HWM
+0.1%
+30.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.8% |
| 7D | +0.2% | +3.3% | -3.1% | +0.1% |
| 30D | +9.1% | -7.6% | +16.7% | +9.0% |
| 3M | +3.4% | -28.9% | +32.3% | +3.3% |
| 6M | +14.1% | -19.7% | +33.8% | +14.2% |
| YTD | +18.0% | +0.5% | +17.5% | +20.4% |
| 1Y | +30.1% | +0.3% | +29.9% | +32.7% |
| All | +30.1% | +0.1% | +30.1% | +32.7% |
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