+27.2%
CB vs M
+22.4%
+4.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.4% |
| 7D | 0.0% | +0.6% | -0.5% | 0.0% |
| 30D | +7.4% | +7.0% | +0.4% | +7.3% |
| 3M | +8.6% | +3.1% | +5.5% | +8.5% |
| 6M | +16.1% | +33.5% | -17.4% | +14.5% |
| YTD | +20.2% | +13.4% | +6.8% | +20.4% |
| 1Y | +27.2% | +22.4% | +4.8% | +26.7% |
| All | +27.2% | +22.4% | +4.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling