+27.2%
CB vs S
+29.4%
-2.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.7% | +0.2% |
| 7D | 0.0% | +4.1% | -4.0% | +0.1% |
| 30D | +7.4% | -7.2% | +14.6% | +7.3% |
| 3M | +8.6% | 0.0% | +8.7% | +8.6% |
| 6M | +16.1% | +41.6% | -25.5% | +16.8% |
| YTD | +20.2% | +48.6% | -28.4% | +20.5% |
| 1Y | +27.2% | +30.0% | -2.8% | +27.2% |
| All | +27.2% | +29.4% | -2.2% | +27.2% |
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