+23.9%
CB vs IR
-5.6%
+29.4%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | +0.5% | -2.8% | +3.3% | +0.7% |
| 30D | -3.1% | -15.1% | +12.0% | -2.2% |
| 3M | +9.0% | +6.1% | +2.9% | +8.0% |
| 6M | +2.9% | -16.8% | +19.7% | +5.0% |
| YTD | +10.1% | -3.5% | +13.6% | +9.2% |
| All | +23.9% | -5.6% | +29.4% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling