+1,110.2%
CB vs TNA
+1,004.3%
+105.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -3.1% | -4.9% | +1.8% | -2.3% |
| 3M | +9.0% | +0.4% | +8.6% | +7.8% |
| 6M | +2.9% | +32.5% | -29.7% | -5.0% |
| YTD | +10.1% | +53.7% | -43.6% | -2.1% |
| 1Y | +22.8% | +65.1% | -42.3% | +6.3% |
| 3Y | +73.8% | +98.4% | -24.6% | +30.4% |
| 5Y | +99.2% | -22.5% | +121.6% | +66.4% |
| 10Y | +218.2% | +82.5% | +135.7% | +69.8% |
| All | +1,110.2% | +1,004.3% | +105.9% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling