+1,502.3%
CB vs TPR
+7,380.8%
-5,878.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | -2.3% | +2.8% | +1.1% |
| 30D | -3.1% | -23.0% | +19.9% | +3.0% |
| 3M | +9.0% | -12.5% | +21.4% | +11.7% |
| 6M | +2.9% | -21.4% | +24.3% | +7.7% |
| YTD | +10.1% | -3.5% | +13.6% | +8.8% |
| 1Y | +22.8% | +17.4% | +5.4% | +14.4% |
| 3Y | +73.8% | +291.3% | -217.5% | +11.0% |
| 5Y | +99.2% | +241.9% | -142.7% | +25.9% |
| 10Y | +218.2% | +322.7% | -104.4% | +64.7% |
| All | +1,502.3% | +7,380.8% | -5,878.5% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling