+145.5%
TER vs CB
+74.6%
+70.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.7% | -14.6% | -15.6% |
| 7D | -28.2% | +2.6% | -30.8% | -27.3% |
| 30D | -50.6% | +11.2% | -61.8% | -48.0% |
| 3M | -45.3% | +5.7% | -51.1% | -43.4% |
| 6M | -40.4% | +15.9% | -56.3% | -36.8% |
| YTD | +10.0% | +20.2% | -10.1% | +17.1% |
| 1Y | +13.6% | +32.4% | -18.8% | +20.7% |
| All | +145.5% | +74.6% | +70.9% | +168.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling