+32.2%
CB vs TNA
+37.5%
-5.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +2.4% |
| 7D | +5.3% | +2.4% | +2.8% | +5.4% |
| 30D | +13.2% | -0.9% | +14.1% | +13.2% |
| 3M | +7.8% | -19.2% | +27.0% | +6.2% |
| 6M | +15.8% | -0.8% | +16.6% | +15.5% |
| YTD | +21.0% | +33.2% | -12.2% | +20.8% |
| 1Y | +32.2% | +38.5% | -6.3% | +32.0% |
| All | +32.2% | +37.5% | -5.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling