+282.0%
CB vs XYZ
+690.7%
-408.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.7% |
| 7D | -1.5% | +14.9% | -16.4% | -2.7% |
| 30D | +6.5% | +14.7% | -8.1% | +5.2% |
| 3M | +4.1% | +12.1% | -8.0% | +2.9% |
| 6M | +14.4% | +18.3% | -3.9% | +12.3% |
| YTD | +17.5% | +36.1% | -18.6% | +13.5% |
| 1Y | +27.5% | +35.3% | -7.8% | +23.1% |
| 3Y | +71.6% | +73.5% | -1.9% | +57.0% |
| 5Y | +100.6% | -61.6% | +162.3% | +105.7% |
| 10Y | +243.0% | +638.0% | -395.0% | +139.5% |
| All | +282.0% | +690.7% | -408.7% | +161.3% |
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