-6.4%
T vs CB
+34.9%
-41.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.0% |
| 7D | +5.5% | +5.3% | +0.2% | +2.8% |
| 30D | -8.9% | +13.2% | -22.1% | -13.5% |
| 3M | -5.6% | +7.8% | -13.3% | -8.7% |
| 6M | -14.3% | +15.8% | -30.1% | -19.7% |
| YTD | -7.9% | +21.0% | -28.9% | -16.4% |
| 1Y | -6.4% | +32.2% | -38.6% | -18.6% |
| All | -6.4% | +34.9% | -41.3% | -18.6% |
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 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