+27.2%
CB vs HWM
+7.2%
+20.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | 0.0% | +11.1% | -11.1% | -0.1% |
| 30D | +7.4% | +3.0% | +4.4% | +7.2% |
| 3M | +8.6% | -20.7% | +29.3% | +8.5% |
| 6M | +16.1% | -17.2% | +33.3% | +16.2% |
| YTD | +20.2% | +9.1% | +11.1% | +22.4% |
| 1Y | +27.2% | +9.0% | +18.2% | +30.2% |
| All | +27.2% | +7.2% | +20.0% | +30.2% |
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