+397.6%
CB vs MTUM
+599.3%
-201.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.7% |
| 7D | +0.5% | +1.7% | -1.2% | -0.3% |
| 30D | -3.1% | -1.7% | -1.5% | -2.5% |
| 3M | +9.0% | -6.3% | +15.3% | +10.2% |
| 6M | +2.9% | +21.8% | -19.0% | -9.7% |
| YTD | +10.1% | +22.0% | -11.9% | -3.9% |
| 1Y | +22.8% | +25.3% | -2.6% | +5.2% |
| 3Y | +73.8% | +112.1% | -38.3% | +5.4% |
| 5Y | +99.2% | +76.2% | +22.9% | +33.9% |
| 10Y | +218.2% | +340.1% | -121.9% | +8.1% |
| All | +397.6% | +599.3% | -201.8% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling