+27.2%
CB vs MAR
+44.0%
-16.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | +6.5% | +14.0% | -7.5% | +5.2% |
| 3M | +4.1% | +18.1% | -14.0% | +2.4% |
| 6M | +14.4% | +18.6% | -4.2% | +12.3% |
| YTD | +17.5% | +35.3% | -17.8% | +13.7% |
| All | +27.2% | +44.0% | -16.8% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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