+200.8%
CB vs TW
+286.2%
-85.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.2% | +4.2% | -4.0% | -0.7% |
| 30D | +9.1% | +18.9% | -9.9% | +4.8% |
| 3M | +3.4% | +23.8% | -20.4% | -1.6% |
| 6M | +14.1% | +17.0% | -2.9% | +9.6% |
| YTD | +18.0% | +19.2% | -1.2% | +12.3% |
| 1Y | +30.1% | +20.1% | +10.0% | +23.6% |
| 3Y | +71.8% | +40.5% | +31.3% | +55.3% |
| 5Y | +101.8% | +38.1% | +63.8% | +80.6% |
| All | +200.8% | +286.2% | -85.4% | +106.6% |
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