+180.6%
CB vs TW
+221.1%
-40.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | +0.5% | -2.3% | +2.8% | +1.0% |
| 30D | -3.1% | +3.9% | -7.0% | -4.0% |
| 3M | +9.0% | +5.7% | +3.2% | +7.3% |
| 6M | +2.9% | -14.5% | +17.4% | +6.1% |
| YTD | +10.1% | -0.9% | +11.0% | +9.4% |
| 1Y | +22.8% | -13.5% | +36.3% | +25.9% |
| 3Y | +73.8% | +25.0% | +48.8% | +61.3% |
| 5Y | +99.2% | +22.7% | +76.5% | +82.7% |
| All | +180.6% | +221.1% | -40.5% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling