+105.5%
CB vs PL
+11.6%
+93.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.1% | +9.4% | -0.6% |
| 7D | +2.6% | -20.5% | +23.1% | +2.7% |
| 30D | +11.2% | -38.8% | +50.0% | +11.6% |
| 3M | +5.7% | -49.1% | +54.9% | +6.3% |
| 6M | +15.9% | -69.4% | +85.3% | +16.9% |
| YTD | +20.2% | -42.3% | +62.5% | +19.3% |
| 1Y | +32.4% | -14.2% | +46.6% | +30.0% |
| 3Y | +75.5% | +398.7% | -323.2% | +62.0% |
| 5Y | +105.5% | +11.1% | +94.3% | +91.5% |
| All | +105.5% | +11.6% | +93.9% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling