+6,646.7%
CB vs MTB
+3,443.0%
+3,203.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.5% | +1.7% | -1.2% | -0.3% |
| 30D | -3.1% | -4.2% | +1.1% | -1.3% |
| 3M | +9.0% | +8.9% | +0.1% | +4.6% |
| 6M | +2.9% | +10.9% | -8.0% | -2.3% |
| YTD | +10.1% | +21.5% | -11.4% | +0.1% |
| 1Y | +22.8% | +21.9% | +0.9% | +11.1% |
| 3Y | +73.8% | +109.2% | -35.5% | +17.7% |
| 5Y | +99.2% | +102.0% | -2.8% | +30.7% |
| 10Y | +218.2% | +171.9% | +46.3% | +67.8% |
| All | +6,646.7% | +3,443.0% | +3,203.6% | +1,211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling