+217.3%
CB vs IR
+336.9%
-119.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.9% |
| 7D | +0.7% | +1.5% | -0.8% | +0.2% |
| 30D | +8.2% | +9.0% | -0.8% | +5.3% |
| 3M | +6.3% | -0.9% | +7.2% | +6.2% |
| 6M | +16.2% | +13.4% | +2.8% | +11.0% |
| YTD | +19.3% | +8.5% | +10.9% | +14.4% |
| 1Y | +29.2% | +11.3% | +18.0% | +22.7% |
| 3Y | +71.4% | +26.0% | +45.4% | +51.2% |
| 5Y | +104.2% | +47.9% | +56.4% | +66.8% |
| All | +217.3% | +336.9% | -119.5% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling