+27.2%
CB vs XYZ
+32.9%
-5.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.4% |
| 7D | -1.5% | +14.9% | -16.4% | -1.5% |
| 30D | +6.5% | +14.7% | -8.1% | +6.5% |
| 3M | +4.1% | +12.1% | -8.0% | +4.0% |
| 6M | +14.4% | +18.3% | -3.9% | +14.8% |
| YTD | +17.5% | +36.1% | -18.6% | +17.9% |
| All | +27.2% | +32.9% | -5.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling