+100.6%
CB vs HWM
+565.4%
-464.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.3% |
| 7D | -1.5% | +1.6% | -3.1% | -1.9% |
| 30D | +6.5% | -3.9% | +10.5% | +7.0% |
| 3M | +4.1% | -23.2% | +27.3% | +8.8% |
| 6M | +14.4% | -20.0% | +34.4% | +18.3% |
| YTD | +17.5% | +5.7% | +11.8% | +13.7% |
| 1Y | +27.5% | +4.9% | +22.7% | +23.5% |
| 3Y | +71.6% | +347.0% | -275.4% | +2.4% |
| 5Y | +100.6% | +563.0% | -462.4% | -0.8% |
| All | +100.6% | +565.4% | -464.8% | -0.8% |
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