+32.4%
CB vs IP
-1.7%
+34.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.5% |
| 7D | +2.6% | -5.0% | +7.5% | +2.8% |
| 30D | +11.2% | +6.5% | +4.7% | +11.0% |
| 3M | +5.7% | -18.0% | +23.8% | +6.5% |
| 6M | +15.9% | +10.3% | +5.6% | +15.0% |
| YTD | +20.2% | -9.9% | +30.0% | +21.0% |
| 1Y | +32.4% | -1.1% | +33.5% | +32.2% |
| All | +32.4% | -1.7% | +34.1% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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