+107.8%
CB vs MTUM
+51.4%
+56.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.3% |
| 7D | +2.9% | +6.6% | -3.7% | +2.0% |
| 30D | +7.3% | -10.8% | +18.1% | +9.0% |
| 3M | +9.4% | -13.8% | +23.2% | +11.6% |
| 6M | +19.6% | -10.7% | +30.3% | +19.7% |
| YTD | +21.5% | +9.1% | +12.4% | +14.1% |
| 1Y | +28.0% | +11.4% | +16.6% | +19.2% |
| 3Y | +74.9% | +88.8% | -13.9% | +24.1% |
| All | +107.8% | +51.4% | +56.4% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling