+251.7%
CB vs HWM
+1,135.2%
-883.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +0.8% |
| 7D | +2.6% | -2.4% | +5.0% | +3.0% |
| 30D | +11.2% | -13.3% | +24.5% | +14.8% |
| 3M | +5.7% | -31.0% | +36.8% | +15.4% |
| 6M | +15.9% | -17.1% | +33.1% | +19.8% |
| YTD | +20.2% | -1.9% | +22.0% | +17.9% |
| 1Y | +32.4% | -2.4% | +34.8% | +29.9% |
| 3Y | +75.5% | +322.2% | -246.7% | +8.3% |
| 5Y | +105.5% | +509.8% | -404.3% | +11.7% |
| 10Y | +258.5% | +1,453.8% | -1,195.3% | +54.3% |
| All | +251.7% | +1,135.2% | -883.5% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling