+70.1%
CB vs TNA
+117.1%
-47.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | -0.6% | +4.1% | -4.7% | -0.7% |
| 30D | -3.9% | -7.6% | +3.7% | -3.7% |
| 3M | +4.9% | +8.1% | -3.2% | +4.5% |
| 6M | +3.3% | +49.0% | -45.7% | +1.0% |
| YTD | +8.5% | +51.7% | -43.2% | +5.8% |
| 1Y | +22.1% | +59.6% | -37.6% | +18.3% |
| 3Y | +70.1% | +118.9% | -48.8% | +62.6% |
| All | +70.1% | +117.1% | -47.0% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling