+47.4%
TER vs CB
+28.5%
+18.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -3.9% |
| 7D | +14.4% | +2.9% | +11.4% | +19.2% |
| 30D | -30.6% | +7.3% | -37.9% | -22.5% |
| 3M | -39.2% | +9.4% | -48.6% | -29.8% |
| 6M | -31.3% | +19.6% | -50.9% | -12.7% |
| YTD | +29.1% | +21.5% | +7.6% | +71.8% |
| 1Y | +47.4% | +28.0% | +19.4% | +108.1% |
| All | +47.4% | +28.5% | +18.9% | +108.1% |
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 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