+1,295.7%
T vs CB
+6,559.4%
-5,263.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +11.4% | -3.1% | +14.5% | +12.3% |
| 3M | +14.3% | +9.0% | +5.3% | +11.7% |
| 6M | -9.3% | +2.9% | -12.1% | -10.0% |
| YTD | +7.1% | +10.1% | -3.0% | +4.3% |
| 1Y | -9.1% | +22.8% | -31.9% | -14.0% |
| 3Y | +105.3% | +73.8% | +31.5% | +77.1% |
| 5Y | +66.8% | +99.2% | -32.4% | +38.2% |
| 10Y | +66.8% | +218.2% | -151.4% | +21.4% |
| All | +1,295.7% | +6,559.4% | -5,263.8% | +555.6% |
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 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