+1,088.8%
T vs CB
+7,037.7%
-5,948.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -10.6% | +9.1% | -19.7% | -12.5% |
| 3M | -7.7% | +3.4% | -11.2% | -8.5% |
| 6M | -13.3% | +14.1% | -27.4% | -16.2% |
| YTD | -8.8% | +18.0% | -26.8% | -12.6% |
| 1Y | -8.4% | +30.1% | -38.5% | -14.4% |
| 3Y | +59.6% | +71.8% | -12.1% | +38.2% |
| 5Y | +52.1% | +101.8% | -49.7% | +25.6% |
| 10Y | +56.9% | +252.1% | -195.3% | +11.5% |
| All | +1,088.8% | +7,037.7% | -5,948.9% | +449.1% |
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 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