+337.3%
F vs CB
+7,167.0%
-6,829.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +1.4% | +2.6% | -1.2% | +0.4% |
| 30D | +2.0% | +11.2% | -9.2% | -2.3% |
| 3M | -10.4% | +5.7% | -16.1% | -12.4% |
| 6M | +9.7% | +15.9% | -6.2% | +2.3% |
| YTD | -1.2% | +20.2% | -21.3% | -9.4% |
| 1Y | 0.0% | +32.4% | -32.4% | -11.9% |
| 3Y | +41.1% | +75.5% | -34.4% | +9.0% |
| 5Y | -11.4% | +105.5% | -116.9% | -35.9% |
| 10Y | +85.0% | +258.5% | -173.6% | +6.0% |
| All | +337.3% | +7,167.0% | -6,829.7% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling