+74.9%
CB vs MTUM
+89.8%
-15.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +0.9% |
| 7D | +2.9% | +6.6% | -3.7% | +3.5% |
| 30D | +7.3% | -10.8% | +18.1% | +6.5% |
| 3M | +9.4% | -13.8% | +23.2% | +8.4% |
| 6M | +19.6% | -10.7% | +30.3% | +18.1% |
| YTD | +21.5% | +9.1% | +12.4% | +18.1% |
| 1Y | +28.0% | +11.4% | +16.6% | +24.0% |
| 3Y | +74.9% | +88.8% | -13.9% | +54.0% |
| All | +74.9% | +89.8% | -15.0% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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