+5,997.4%
CB vs IT
+6,228.4%
-230.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.0% |
| 7D | +0.2% | -16.9% | +17.2% | +3.5% |
| 30D | +9.1% | +2.3% | +6.7% | +8.2% |
| 3M | +3.4% | +2.9% | +0.6% | +2.2% |
| 6M | +14.1% | +25.9% | -11.8% | +7.3% |
| YTD | +18.0% | -24.6% | +42.7% | +20.7% |
| 1Y | +30.1% | -16.0% | +46.2% | +30.3% |
| 3Y | +71.8% | -51.6% | +123.4% | +87.0% |
| 5Y | +101.8% | -42.6% | +144.5% | +109.5% |
| 10Y | +252.1% | +103.6% | +148.6% | +182.5% |
| All | +5,997.4% | +6,228.4% | -230.9% | +2,891.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling