+22.1%
CB vs MTB
+23.0%
-1.0%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | -0.6% | +2.8% | -3.4% | -1.1% |
| 30D | -3.9% | -4.2% | +0.3% | -3.3% |
| 3M | +4.9% | +7.8% | -2.9% | +3.2% |
| 6M | +3.3% | +14.8% | -11.6% | +0.5% |
| YTD | +8.5% | +20.8% | -12.3% | +4.5% |
| 1Y | +22.1% | +23.1% | -1.1% | +16.5% |
| All | +22.1% | +23.0% | -1.0% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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