+7,753.6%
CB vs O
+5,387.7%
+2,365.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +0.5% | -0.7% | +1.2% | +0.8% |
| 30D | -3.1% | -1.9% | -1.2% | -2.3% |
| 3M | +9.0% | +3.8% | +5.1% | +7.3% |
| 6M | +2.9% | -4.7% | +7.6% | +4.9% |
| YTD | +10.1% | +12.5% | -2.4% | +4.7% |
| 1Y | +22.8% | +10.8% | +12.0% | +17.3% |
| 3Y | +73.8% | +28.8% | +45.0% | +53.9% |
| 5Y | +99.2% | +13.2% | +86.0% | +84.2% |
| 10Y | +218.2% | +53.5% | +164.8% | +148.1% |
| All | +7,753.6% | +5,387.7% | +2,365.9% | +1,936.3% |
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 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