+74.9%
CB vs RF
+105.6%
-30.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.4% |
| 7D | +2.6% | -1.6% | +4.2% | +2.8% |
| 30D | +11.2% | +5.0% | +6.2% | +10.4% |
| 3M | +5.7% | -10.0% | +15.7% | +7.2% |
| 6M | +15.9% | +3.3% | +12.6% | +15.2% |
| YTD | +20.2% | +7.9% | +12.2% | +18.5% |
| 1Y | +32.4% | +21.2% | +11.2% | +28.4% |
| All | +74.9% | +105.6% | -30.7% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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