+43.2%
TER vs CB
+34.9%
+8.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.1% | -8.9% | -3.8% |
| 7D | -19.9% | +5.3% | -25.1% | -13.4% |
| 30D | -43.5% | +13.2% | -56.8% | -32.1% |
| 3M | -37.8% | +7.8% | -45.5% | -29.4% |
| 6M | -25.6% | +15.8% | -41.4% | -6.1% |
| YTD | +29.8% | +21.0% | +8.8% | +73.8% |
| 1Y | +43.2% | +32.2% | +11.0% | +128.6% |
| All | +43.2% | +34.9% | +8.3% | +128.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling