+32.4%
CB vs PL
-11.4%
+43.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.1% | +9.4% | -1.1% |
| 7D | +2.6% | -20.5% | +23.1% | +1.8% |
| 30D | +11.2% | -38.8% | +50.0% | +9.5% |
| 3M | +5.7% | -49.1% | +54.9% | +3.6% |
| 6M | +15.9% | -69.4% | +85.3% | +12.2% |
| YTD | +20.2% | -42.3% | +62.5% | +16.2% |
| 1Y | +32.4% | -14.2% | +46.6% | +24.8% |
| All | +32.4% | -11.4% | +43.8% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling