+288.0%
CB vs XYZ
+664.1%
-376.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +4.9% | +1.8% |
| 7D | +0.7% | +12.6% | -11.9% | -0.4% |
| 30D | +8.2% | +10.8% | -2.6% | +7.1% |
| 3M | +6.3% | +8.4% | -2.1% | +5.4% |
| 6M | +16.2% | +14.3% | +1.9% | +14.4% |
| YTD | +19.3% | +31.5% | -12.1% | +15.5% |
| 1Y | +29.2% | +28.1% | +1.1% | +25.3% |
| 3Y | +71.4% | +66.2% | +5.3% | +57.4% |
| 5Y | +104.2% | -62.3% | +166.6% | +109.6% |
| 10Y | +246.7% | +634.6% | -387.9% | +142.2% |
| All | +288.0% | +664.1% | -376.1% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling