-7.3%
F vs CB
+28.2%
-35.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -2.8% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -0.5% | +7.4% | -7.9% | +0.8% |
| 3M | -12.9% | +8.6% | -21.5% | -11.8% |
| 6M | +1.5% | +16.1% | -14.6% | +5.3% |
| YTD | -5.0% | +20.2% | -25.2% | -1.6% |
| 1Y | -7.3% | +27.2% | -34.5% | -4.3% |
| All | -7.3% | +28.2% | -35.6% | -4.3% |
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