+74.9%
CB vs P
+166.1%
-91.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.4% | +15.7% | -1.4% |
| 7D | +2.6% | -31.9% | +34.5% | +1.0% |
| 30D | +11.2% | -36.5% | +47.7% | +9.2% |
| 3M | +5.7% | +11.6% | -5.9% | +6.5% |
| 6M | +15.9% | +25.2% | -9.3% | +17.8% |
| YTD | +20.2% | +39.4% | -19.3% | +22.6% |
| 1Y | +32.4% | -3.7% | +36.1% | +34.2% |
| All | +74.9% | +166.1% | -91.2% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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