+1,221.0%
CB vs TNA
+790.3%
+430.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +1.4% |
| 7D | 0.0% | +7.7% | -7.7% | -1.6% |
| 30D | +7.4% | -0.7% | +8.1% | +6.9% |
| 3M | +8.6% | -25.4% | +34.0% | +14.1% |
| 6M | +16.1% | -11.8% | +28.0% | +16.7% |
| YTD | +20.2% | +23.9% | -3.7% | +10.8% |
| 1Y | +27.2% | +25.6% | +1.6% | +16.3% |
| 3Y | +72.7% | +137.1% | -64.4% | +23.7% |
| 5Y | +105.9% | -45.4% | +151.4% | +85.2% |
| 10Y | +248.1% | +39.5% | +208.6% | +96.2% |
| All | +1,221.0% | +790.3% | +430.7% | +168.5% |
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