+74.9%
CB vs O
+39.0%
+35.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +2.9% | -0.4% | +3.3% | +3.1% |
| 30D | +7.3% | +7.1% | +0.2% | +4.7% |
| 3M | +9.4% | -5.2% | +14.6% | +11.4% |
| 6M | +19.6% | -1.8% | +21.4% | +20.4% |
| YTD | +21.5% | +9.1% | +12.4% | +18.5% |
| 1Y | +28.0% | +9.7% | +18.3% | +24.6% |
| 3Y | +74.9% | +39.1% | +35.7% | +66.3% |
| All | +74.9% | +39.0% | +35.9% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling