+300.5%
CB vs P
+485.4%
-184.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.0% |
| 7D | +0.5% | +6.5% | -6.1% | 0.0% |
| 30D | -3.1% | +18.8% | -21.9% | -4.6% |
| 3M | +9.0% | +26.7% | -17.8% | +6.4% |
| 6M | +2.9% | +62.2% | -59.3% | -2.1% |
| YTD | +10.1% | +48.5% | -38.4% | +5.1% |
| 1Y | +22.8% | +26.4% | -3.6% | +17.9% |
| 3Y | +73.8% | +159.4% | -85.6% | +47.3% |
| 5Y | +99.2% | +275.8% | -176.6% | +56.5% |
| 10Y | +218.2% | +732.0% | -513.8% | +115.3% |
| All | +300.5% | +485.4% | -184.8% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling