+105.5%
CB vs M
-6.1%
+111.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.2% |
| 7D | +2.6% | -2.1% | +4.7% | +2.7% |
| 30D | +11.2% | +7.7% | +3.5% | +10.5% |
| 3M | +5.7% | -4.4% | +10.1% | +6.0% |
| 6M | +15.9% | +27.5% | -11.6% | +13.1% |
| YTD | +20.2% | +12.8% | +7.4% | +18.3% |
| 1Y | +32.4% | +20.7% | +11.7% | +29.4% |
| 3Y | +75.5% | +111.3% | -35.8% | +57.0% |
| 5Y | +105.5% | -6.3% | +111.8% | +97.7% |
| All | +105.5% | -6.1% | +111.6% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling