+31.5%
CB vs MULL
+968.6%
-937.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.1% | -10.9% | -1.5% |
| 7D | +0.2% | -42.7% | +43.0% | -1.3% |
| 30D | +9.1% | -63.8% | +72.8% | +5.9% |
| 3M | +3.4% | -49.0% | +52.5% | +1.9% |
| 6M | +14.1% | -38.2% | +52.3% | +14.3% |
| YTD | +18.0% | +167.0% | -149.0% | +21.4% |
| 1Y | +30.1% | +247.7% | -217.6% | +34.3% |
| All | +31.5% | +968.6% | -937.1% | +31.6% |
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