+219.5%
CB vs IR
+316.5%
-97.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.1% |
| 7D | +2.6% | +2.3% | +0.3% | +1.9% |
| 30D | +11.2% | +3.3% | +7.9% | +10.0% |
| 3M | +5.7% | -9.0% | +14.8% | +8.2% |
| 6M | +15.9% | +8.0% | +7.9% | +12.3% |
| YTD | +20.2% | +3.4% | +16.8% | +16.8% |
| 1Y | +32.4% | +4.5% | +27.9% | +28.1% |
| 3Y | +75.5% | +25.6% | +49.9% | +54.5% |
| 5Y | +105.5% | +43.8% | +61.7% | +69.0% |
| All | +219.5% | +316.5% | -97.0% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling