+84.5%
CB vs TLN
+583.6%
-499.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.7% | -1.7% |
| 7D | +0.5% | +7.1% | -6.6% | +0.9% |
| 30D | -3.1% | -3.9% | +0.8% | -3.2% |
| 3M | +9.0% | -16.2% | +25.1% | +8.2% |
| 6M | +2.9% | -5.8% | +8.7% | +2.8% |
| YTD | +10.1% | -15.4% | +25.5% | +9.9% |
| 1Y | +22.8% | -16.7% | +39.5% | +22.6% |
| 3Y | +73.8% | +473.8% | -400.0% | +86.4% |
| All | +84.5% | +583.6% | -499.0% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling