+103.2%
CB vs IT
-43.2%
+146.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.3% |
| 7D | +0.2% | -16.9% | +17.2% | +2.5% |
| 30D | +9.1% | +2.3% | +6.7% | +8.5% |
| 3M | +3.4% | +2.9% | +0.6% | +2.6% |
| 6M | +14.1% | +25.9% | -11.8% | +9.3% |
| YTD | +18.0% | -24.6% | +42.7% | +21.2% |
| 1Y | +30.1% | -16.0% | +46.2% | +31.1% |
| 3Y | +71.8% | -51.6% | +123.4% | +88.4% |
| All | +103.2% | -43.2% | +146.3% | +109.6% |
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