+3,018.1%
CB vs TDY
+7,137.3%
-4,119.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +0.5% | -1.8% | +2.3% | +1.0% |
| 30D | -3.1% | -10.7% | +7.6% | -0.3% |
| 3M | +9.0% | -1.3% | +10.2% | +8.9% |
| 6M | +2.9% | -10.6% | +13.4% | +5.2% |
| YTD | +10.1% | +19.6% | -9.5% | +4.0% |
| 1Y | +22.8% | +11.6% | +11.2% | +17.8% |
| 3Y | +73.8% | +45.2% | +28.6% | +54.2% |
| 5Y | +99.2% | +36.1% | +63.1% | +78.1% |
| 10Y | +218.2% | +458.8% | -240.6% | +100.6% |
| All | +3,018.1% | +7,137.3% | -4,119.2% | +1,207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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