+33.6%
TER vs CB
+30.5%
+3.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | +2.0% |
| 7D | -8.9% | +0.7% | -9.6% | -7.8% |
| 30D | -39.1% | +8.2% | -47.2% | -31.3% |
| 3M | -32.8% | +6.3% | -39.1% | -25.3% |
| 6M | -31.7% | +16.2% | -47.9% | -15.4% |
| YTD | +26.9% | +19.3% | +7.6% | +65.5% |
| 1Y | +33.6% | +29.2% | +4.3% | +98.6% |
| All | +33.6% | +30.5% | +3.1% | +98.6% |
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