+105.5%
CB vs IP
-12.5%
+118.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.2% |
| 7D | +2.6% | -5.0% | +7.5% | +3.3% |
| 30D | +11.2% | +6.5% | +4.7% | +10.2% |
| 3M | +5.7% | -18.0% | +23.8% | +8.4% |
| 6M | +15.9% | +10.3% | +5.6% | +13.4% |
| YTD | +20.2% | -9.9% | +30.0% | +20.5% |
| 1Y | +32.4% | -1.1% | +33.5% | +30.6% |
| 3Y | +75.5% | +13.0% | +62.5% | +56.8% |
| 5Y | +105.5% | -12.3% | +117.8% | +105.3% |
| All | +105.5% | -12.5% | +118.0% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling