+74.9%
CB vs MTB
+106.3%
-31.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +2.9% | +1.5% | +1.4% | +2.6% |
| 30D | +7.3% | +2.3% | +5.0% | +6.9% |
| 3M | +9.4% | -12.1% | +21.5% | +11.9% |
| 6M | +19.6% | +9.8% | +9.8% | +17.3% |
| YTD | +21.5% | +12.0% | +9.5% | +18.6% |
| 1Y | +28.0% | +22.0% | +6.0% | +23.0% |
| 3Y | +74.9% | +107.6% | -32.7% | +66.0% |
| All | +74.9% | +106.3% | -31.4% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling