+448.9%
CB vs MTUM
+525.0%
-76.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.9% |
| 7D | +2.9% | +6.6% | -3.7% | +0.1% |
| 30D | +7.3% | -10.8% | +18.1% | +11.9% |
| 3M | +9.4% | -13.8% | +23.2% | +15.4% |
| 6M | +19.6% | -10.7% | +30.3% | +21.6% |
| YTD | +21.5% | +9.1% | +12.4% | +10.3% |
| 1Y | +28.0% | +11.4% | +16.6% | +14.6% |
| 3Y | +74.9% | +88.8% | -13.9% | +10.6% |
| 5Y | +108.1% | +51.7% | +56.4% | +49.4% |
| 10Y | +251.8% | +307.9% | -56.1% | +21.1% |
| All | +448.9% | +525.0% | -76.1% | +38.0% |
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 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