+101.0%
CB vs TPR
+239.8%
-138.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | -2.3% | +2.8% | +0.7% |
| 30D | -3.1% | -23.0% | +19.9% | -0.9% |
| 3M | +9.0% | -12.5% | +21.4% | +10.0% |
| 6M | +2.9% | -21.4% | +24.3% | +4.7% |
| YTD | +10.1% | -3.5% | +13.6% | +9.5% |
| 1Y | +22.8% | +17.4% | +5.4% | +19.2% |
| 3Y | +73.8% | +291.3% | -217.5% | +40.2% |
| All | +101.0% | +239.8% | -138.8% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 5y: compounded portfolio wealth divided by compounded TPR 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…
5y analysis · Full analysis span regression · 6 months rolling