+6,646.7%
CB vs RF
+505.6%
+6,141.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.5% | +1.3% | -0.8% | +0.1% |
| 30D | -3.1% | -3.6% | +0.5% | -2.1% |
| 3M | +9.0% | +8.1% | +0.9% | +6.4% |
| 6M | +2.9% | +11.5% | -8.6% | -0.7% |
| YTD | +10.1% | +15.6% | -5.5% | +5.0% |
| 1Y | +22.8% | +15.7% | +7.1% | +16.8% |
| 3Y | +73.8% | +86.9% | -13.1% | +39.7% |
| 5Y | +99.2% | +89.8% | +9.4% | +56.2% |
| 10Y | +218.2% | +344.7% | -126.5% | +87.2% |
| All | +6,646.7% | +505.6% | +6,141.1% | +2,745.0% |
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