+30.9%
CB vs MULL
+1,100.2%
-1,069.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.3% | -12.7% | 0.0% |
| 7D | -1.5% | -27.1% | +25.6% | -2.2% |
| 30D | +6.5% | -54.2% | +60.8% | +4.3% |
| 3M | +4.1% | -42.0% | +46.0% | +3.0% |
| 6M | +14.4% | -43.5% | +57.9% | +14.5% |
| YTD | +17.5% | +199.9% | -182.4% | +21.4% |
| 1Y | +27.5% | +292.8% | -265.3% | +32.2% |
| All | +30.9% | +1,100.2% | -1,069.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling