+8,473.1%
CB vs O
+5,261.3%
+3,211.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | +7.4% | +8.3% | -0.9% | +3.9% |
| 3M | +8.6% | -4.0% | +12.6% | +10.4% |
| 6M | +16.1% | -2.6% | +18.8% | +17.4% |
| YTD | +20.2% | +9.9% | +10.3% | +15.4% |
| 1Y | +27.2% | +9.8% | +17.4% | +22.1% |
| 3Y | +72.7% | +39.7% | +32.9% | +48.1% |
| 5Y | +105.9% | +9.2% | +96.8% | +93.6% |
| 10Y | +248.1% | +81.5% | +166.6% | +154.3% |
| All | +8,473.1% | +5,261.3% | +3,211.8% | +2,143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling