+63.1%
T vs CB
+73.2%
-10.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.1% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | -1.1% | +8.2% | -9.3% | -3.6% |
| 3M | -7.7% | +6.3% | -14.0% | -9.6% |
| 6M | -10.6% | +16.2% | -26.8% | -15.1% |
| YTD | -7.5% | +19.3% | -26.8% | -12.9% |
| 1Y | -7.4% | +29.2% | -36.6% | -14.9% |
| 3Y | +63.1% | +71.4% | -8.4% | +44.3% |
| All | +63.1% | +73.2% | -10.1% | +44.3% |
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 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