+7,262.2%
CB vs M
+379.6%
+6,882.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +0.5% |
| 7D | +2.6% | -2.1% | +4.7% | +3.0% |
| 30D | +11.2% | +7.7% | +3.5% | +9.4% |
| 3M | +5.7% | -4.4% | +10.1% | +6.3% |
| 6M | +15.9% | +27.5% | -11.6% | +9.0% |
| YTD | +20.2% | +12.8% | +7.4% | +15.2% |
| 1Y | +32.4% | +20.7% | +11.7% | +24.8% |
| 3Y | +75.5% | +111.3% | -35.8% | +37.6% |
| 5Y | +105.5% | -6.3% | +111.8% | +80.5% |
| 10Y | +258.5% | +1.5% | +257.0% | +152.7% |
| All | +7,262.2% | +379.6% | +6,882.6% | +2,759.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling