+5,588.9%
CB vs IT
+6,105.9%
-517.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.1% |
| 7D | +0.5% | -6.0% | +6.5% | +1.6% |
| 30D | -3.1% | 0.0% | -3.1% | -3.3% |
| 3M | +9.0% | +13.1% | -4.1% | +5.4% |
| 6M | +2.9% | +11.7% | -8.8% | -0.8% |
| YTD | +10.1% | -26.1% | +36.2% | +13.6% |
| 1Y | +22.8% | -21.3% | +44.0% | +24.6% |
| 3Y | +73.8% | -46.7% | +120.5% | +86.2% |
| 5Y | +99.2% | -40.5% | +139.7% | +106.1% |
| 10Y | +218.2% | +103.9% | +114.3% | +156.5% |
| All | +5,588.9% | +6,105.9% | -517.0% | +2,716.3% |
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