+53.4%
T vs CB
+101.1%
-47.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | -10.6% | +9.1% | -19.7% | -13.2% |
| 3M | -7.7% | +3.4% | -11.2% | -8.8% |
| 6M | -13.3% | +14.1% | -27.4% | -17.3% |
| YTD | -8.8% | +18.0% | -26.8% | -14.1% |
| 1Y | -8.4% | +30.1% | -38.5% | -16.6% |
| 3Y | +59.6% | +71.8% | -12.1% | +31.2% |
| All | +53.4% | +101.1% | -47.7% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling