+1,863.4%
CB vs NDAQ
+2,593.6%
-730.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | +9.1% | +16.5% | -7.5% | +4.0% |
| 3M | +3.4% | +13.5% | -10.1% | -0.7% |
| 6M | +14.1% | +20.9% | -6.8% | +6.9% |
| YTD | +18.0% | +11.4% | +6.6% | +12.7% |
| 1Y | +30.1% | +25.9% | +4.2% | +19.5% |
| 3Y | +71.8% | +119.9% | -48.1% | +30.8% |
| 5Y | +101.8% | +61.7% | +40.1% | +66.8% |
| 10Y | +252.1% | +481.6% | -229.4% | +96.6% |
| All | +1,863.4% | +2,593.6% | -730.2% | +677.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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