+76.1%
CB vs PR
+69.4%
+6.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.6% | +2.3% |
| 7D | +5.3% | -12.1% | +17.4% | +5.7% |
| 30D | +13.2% | +0.9% | +12.3% | +13.0% |
| 3M | +7.8% | +10.1% | -2.4% | +7.2% |
| 6M | +15.8% | +1.1% | +14.7% | +15.5% |
| YTD | +21.0% | +63.7% | -42.7% | +17.5% |
| 1Y | +32.2% | +87.0% | -54.8% | +27.3% |
| All | +76.1% | +69.4% | +6.7% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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