+1,597.8%
CB vs MAR
+2,498.9%
-901.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | +0.5% | -4.2% | +4.6% | +2.1% |
| 30D | -3.1% | -6.7% | +3.6% | -0.6% |
| 3M | +9.0% | -12.5% | +21.4% | +14.1% |
| 6M | +2.9% | +0.6% | +2.3% | +1.7% |
| YTD | +10.1% | +9.1% | +1.0% | +5.1% |
| 1Y | +22.8% | +26.2% | -3.4% | +10.4% |
| 3Y | +73.8% | +68.2% | +5.6% | +36.1% |
| 5Y | +99.2% | +163.9% | -64.7% | +25.9% |
| 10Y | +218.2% | +420.6% | -202.3% | +38.9% |
| All | +1,597.8% | +2,498.9% | -901.1% | +206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling