+43.5%
F vs CB
+71.5%
-28.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | +2.6% | +9.1% | -6.4% | +1.9% |
| 3M | -8.8% | +3.4% | -12.2% | -9.2% |
| 6M | +4.6% | +14.1% | -9.5% | +2.8% |
| YTD | -1.9% | +18.0% | -19.9% | -4.3% |
| 1Y | -0.8% | +30.1% | -30.9% | -5.4% |
| 3Y | +43.5% | +71.8% | -28.3% | +53.6% |
| All | +43.5% | +71.5% | -28.0% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling