+97.8%
CB vs TLN
+630.2%
-532.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -8.9% | -1.4% |
| 7D | +0.2% | -1.3% | +1.6% | +0.2% |
| 30D | +9.1% | -10.5% | +19.5% | +8.6% |
| 3M | +3.4% | +0.1% | +3.3% | +3.7% |
| 6M | +14.1% | -17.4% | +31.5% | +13.7% |
| YTD | +18.0% | -9.7% | +27.7% | +18.4% |
| 1Y | +30.1% | -12.3% | +42.4% | +30.5% |
| 3Y | +71.8% | +528.3% | -456.5% | +87.4% |
| All | +97.8% | +630.2% | -532.5% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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