+104.2%
CB vs S
-67.7%
+172.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.6% |
| 7D | +0.7% | +1.4% | -0.7% | +0.7% |
| 30D | +8.2% | -10.8% | +19.0% | +8.3% |
| 3M | +6.3% | +5.4% | +0.9% | +6.2% |
| 6M | +16.2% | +41.2% | -25.0% | +15.8% |
| YTD | +19.3% | +56.2% | -36.9% | +18.9% |
| 1Y | +29.2% | +36.3% | -7.1% | +28.8% |
| 3Y | +71.4% | +49.4% | +22.0% | +70.1% |
| 5Y | +104.2% | -66.9% | +171.1% | +111.2% |
| All | +104.2% | -67.7% | +172.0% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling