+7,312.5%
CB vs RF
+477.9%
+6,834.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.6% |
| 7D | +5.3% | +2.3% | +3.0% | +4.6% |
| 30D | +13.2% | +7.2% | +6.0% | +11.0% |
| 3M | +7.8% | -8.2% | +16.0% | +10.4% |
| 6M | +15.8% | +7.0% | +8.8% | +13.2% |
| YTD | +21.0% | +10.3% | +10.7% | +16.8% |
| 1Y | +32.2% | +25.1% | +7.1% | +23.0% |
| 3Y | +76.7% | +110.3% | -33.6% | +37.8% |
| 5Y | +110.4% | +47.1% | +63.3% | +78.0% |
| 10Y | +261.0% | +297.9% | -37.0% | +119.1% |
| All | +7,312.5% | +477.9% | +6,834.6% | +3,066.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling