+35.4%
CB vs MULL
+1,230.7%
-1,195.3%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.2% | +0.9% |
| 7D | +2.9% | +24.5% | -21.6% | +3.8% |
| 30D | +7.3% | -35.5% | +42.8% | +6.3% |
| 3M | +9.4% | -44.8% | +54.2% | +8.2% |
| 6M | +19.6% | -45.5% | +65.1% | +20.0% |
| YTD | +21.5% | +232.5% | -211.1% | +26.1% |
| 1Y | +28.0% | +343.3% | -315.2% | +33.3% |
| All | +35.4% | +1,230.7% | -1,195.3% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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