+74.9%
CB vs S
+41.6%
+33.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +2.9% | +2.0% | +1.0% | +3.0% |
| 30D | +7.3% | -2.7% | +10.0% | +7.3% |
| 3M | +9.4% | -6.9% | +16.3% | +9.4% |
| 6M | +19.6% | +38.1% | -18.4% | +20.0% |
| YTD | +21.5% | +48.0% | -26.5% | +21.9% |
| 1Y | +28.0% | +34.5% | -6.5% | +28.4% |
| 3Y | +74.9% | +38.3% | +36.6% | +84.8% |
| All | +74.9% | +41.6% | +33.3% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling