+100.6%
CB vs IR
+51.1%
+49.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -1.4% |
| 7D | -1.5% | +5.0% | -6.5% | -2.6% |
| 30D | +6.5% | +10.3% | -3.8% | +4.2% |
| 3M | +4.1% | -0.1% | +4.1% | +3.9% |
| 6M | +14.4% | +14.8% | -0.3% | +10.2% |
| YTD | +17.5% | +9.7% | +7.8% | +13.4% |
| 1Y | +27.5% | +12.2% | +15.3% | +22.2% |
| 3Y | +71.6% | +30.0% | +41.6% | +49.2% |
| 5Y | +100.6% | +46.8% | +53.8% | +61.6% |
| All | +100.6% | +51.1% | +49.5% | +61.6% |
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 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