+192.8%
CB vs IR
+288.5%
-95.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.3% |
| 7D | +0.5% | -2.8% | +3.3% | +1.3% |
| 30D | -3.1% | -15.1% | +12.0% | +1.4% |
| 3M | +9.0% | +6.1% | +2.9% | +6.4% |
| 6M | +2.9% | -16.8% | +19.7% | +7.3% |
| YTD | +10.1% | -3.5% | +13.6% | +9.4% |
| 1Y | +22.8% | -3.5% | +26.3% | +21.7% |
| 3Y | +73.8% | +9.5% | +64.3% | +59.7% |
| 5Y | +99.2% | +45.1% | +54.1% | +63.0% |
| All | +192.8% | +288.5% | -95.7% | +87.0% |
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