+29.2%
CB vs O
+10.5%
+18.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +0.7% | +3.5% | -2.8% | -1.2% |
| 30D | +8.2% | +10.4% | -2.2% | +2.7% |
| 3M | +6.3% | -2.4% | +8.7% | +7.5% |
| 6M | +16.2% | -1.2% | +17.4% | +16.8% |
| YTD | +19.3% | +10.4% | +8.9% | +16.1% |
| 1Y | +29.2% | +11.4% | +17.8% | +26.1% |
| All | +29.2% | +10.5% | +18.8% | +26.1% |
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