+3.7%
F vs CB
+34.9%
-31.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +3.1% |
| 7D | +6.0% | +5.3% | +0.8% | +6.7% |
| 30D | +4.3% | +13.2% | -8.9% | +6.6% |
| 3M | -10.1% | +7.8% | -17.8% | -9.3% |
| 6M | +12.8% | +15.8% | -3.0% | +17.0% |
| YTD | -0.1% | +21.0% | -21.1% | +3.4% |
| 1Y | +3.7% | +32.2% | -28.5% | +5.0% |
| All | +3.7% | +34.9% | -31.2% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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