+107.8%
CB vs IR
+46.0%
+61.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +2.9% | +2.5% | +0.4% | +2.4% |
| 30D | +7.3% | +9.2% | -1.9% | +5.2% |
| 3M | +9.4% | +0.9% | +8.4% | +8.9% |
| 6M | +19.6% | +19.2% | +0.4% | +14.1% |
| YTD | +21.5% | +7.5% | +14.0% | +17.8% |
| 1Y | +28.0% | +11.7% | +16.3% | +22.7% |
| 3Y | +74.9% | +23.9% | +51.0% | +54.2% |
| All | +107.8% | +46.0% | +61.8% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling