+74.9%
CB vs WM
+50.2%
+24.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -1.1% |
| 7D | +2.6% | +4.5% | -1.9% | +0.9% |
| 30D | +11.2% | +16.1% | -4.9% | +5.1% |
| 3M | +5.7% | +8.0% | -2.3% | +2.6% |
| 6M | +15.9% | +8.4% | +7.5% | +12.2% |
| YTD | +20.2% | +11.2% | +8.9% | +14.8% |
| 1Y | +32.4% | +22.3% | +10.1% | +22.1% |
| All | +74.9% | +50.2% | +24.6% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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