+30.1%
CB vs IR
+5.9%
+24.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.8% |
| 7D | +0.2% | +3.7% | -3.4% | +0.1% |
| 30D | +9.1% | +7.4% | +1.6% | +8.8% |
| 3M | +3.4% | -5.9% | +9.3% | +3.6% |
| 6M | +14.1% | +5.6% | +8.5% | +13.9% |
| YTD | +18.0% | +4.8% | +13.2% | +17.5% |
| 1Y | +30.1% | +6.9% | +23.2% | +29.6% |
| All | +30.1% | +5.9% | +24.2% | +29.6% |
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