+67.7%
T vs CB
+99.7%
-32.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +11.4% | -3.1% | +14.5% | +12.6% |
| 3M | +14.3% | +9.0% | +5.3% | +10.7% |
| 6M | -9.3% | +2.9% | -12.1% | -10.4% |
| YTD | +7.1% | +10.1% | -3.0% | +3.2% |
| 1Y | -9.1% | +22.8% | -31.9% | -15.8% |
| 3Y | +105.3% | +73.8% | +31.5% | +66.9% |
| All | +67.7% | +99.7% | -32.0% | +25.5% |
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 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