+22.1%
CB vs O
+9.0%
+13.0%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -0.6% | -0.6% | -0.1% | -0.4% |
| 30D | -3.9% | -2.0% | -1.9% | -3.0% |
| 3M | +4.9% | +3.0% | +1.9% | +4.0% |
| 6M | +3.3% | -3.6% | +6.9% | +4.3% |
| YTD | +8.5% | +12.1% | -3.5% | +7.0% |
| 1Y | +22.1% | +8.9% | +13.2% | +20.8% |
| All | +22.1% | +9.0% | +13.0% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling