+107.8%
CB vs WU
-43.8%
+151.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | +2.9% | -2.0% | +5.0% | +3.3% |
| 30D | +7.3% | +11.4% | -4.1% | +5.2% |
| 3M | +9.4% | -6.8% | +16.2% | +10.5% |
| 6M | +19.6% | -14.6% | +34.3% | +22.1% |
| YTD | +21.5% | -20.6% | +42.1% | +25.4% |
| 1Y | +28.0% | -15.4% | +43.4% | +30.3% |
| 3Y | +74.9% | -23.6% | +98.5% | +79.2% |
| All | +107.8% | -43.8% | +151.6% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling