+763.1%
PM vs CB
+836.1%
-73.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.3% |
| 7D | -4.9% | +0.5% | -5.4% | -5.1% |
| 30D | -3.4% | -3.1% | -0.3% | -2.3% |
| 3M | +5.2% | +9.0% | -3.8% | +1.8% |
| 6M | +3.7% | +2.9% | +0.9% | +2.5% |
| YTD | +15.8% | +10.1% | +5.7% | +11.5% |
| 1Y | +17.4% | +22.8% | -5.4% | +8.6% |
| 3Y | +116.9% | +73.8% | +43.1% | +75.5% |
| 5Y | +117.3% | +99.2% | +18.1% | +65.3% |
| 10Y | +193.8% | +218.2% | -24.5% | +82.6% |
| All | +763.1% | +836.1% | -73.0% | +272.5% |
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