+32.2%
CB vs S
+36.5%
-4.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.4% | +2.1% |
| 7D | +5.3% | -8.2% | +13.5% | +5.1% |
| 30D | +13.2% | -7.6% | +20.8% | +13.2% |
| 3M | +7.8% | +12.0% | -4.2% | +7.9% |
| 6M | +15.8% | +50.6% | -34.8% | +16.4% |
| YTD | +21.0% | +56.6% | -35.6% | +21.3% |
| 1Y | +32.2% | +39.2% | -7.1% | +32.8% |
| All | +32.2% | +36.5% | -4.3% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling