+71.8%
CB vs TW
+39.9%
+31.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.2% | +4.2% | -4.0% | -0.5% |
| 30D | +9.1% | +18.9% | -9.9% | +5.5% |
| 3M | +3.4% | +23.8% | -20.4% | -0.8% |
| 6M | +14.1% | +17.0% | -2.9% | +10.4% |
| YTD | +18.0% | +19.2% | -1.2% | +13.3% |
| 1Y | +30.1% | +20.1% | +10.0% | +24.7% |
| 3Y | +71.8% | +40.5% | +31.3% | +62.8% |
| All | +71.8% | +39.9% | +31.8% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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