+101.0%
CB vs IT
-40.5%
+141.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.3% |
| 7D | +0.5% | -6.0% | +6.5% | +1.3% |
| 30D | -3.1% | 0.0% | -3.1% | -3.2% |
| 3M | +9.0% | +13.1% | -4.1% | +6.4% |
| 6M | +2.9% | +11.7% | -8.8% | +0.2% |
| YTD | +10.1% | -26.1% | +36.2% | +13.6% |
| 1Y | +22.8% | -21.3% | +44.0% | +24.7% |
| 3Y | +73.8% | -46.7% | +120.5% | +85.9% |
| All | +101.0% | -40.5% | +141.6% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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