+76.6%
CB vs USFR
+14.1%
+62.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -2.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.3% |
| 30D | -3.1% | +0.3% | -3.4% | -4.0% |
| 3M | +9.0% | +1.0% | +8.0% | +5.6% |
| 6M | +2.9% | +1.9% | +0.9% | -2.9% |
| YTD | +10.1% | +2.6% | +7.5% | +1.9% |
| 1Y | +22.8% | +4.0% | +18.8% | +8.5% |
| All | +76.6% | +14.1% | +62.5% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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