+107.8%
CB vs HWM
+591.3%
-483.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +2.9% | +7.3% | -4.4% | +1.6% |
| 30D | +7.3% | +1.6% | +5.7% | +6.7% |
| 3M | +9.4% | -21.9% | +31.3% | +14.0% |
| 6M | +19.6% | -19.0% | +38.7% | +23.5% |
| YTD | +21.5% | +7.9% | +13.5% | +17.1% |
| 1Y | +28.0% | +9.9% | +18.1% | +22.7% |
| 3Y | +74.9% | +342.1% | -267.3% | +5.1% |
| All | +107.8% | +591.3% | -483.5% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling