+54.6%
TER vs CB
+101.1%
-46.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.6% |
| 7D | -20.5% | +0.2% | -20.7% | -20.5% |
| 30D | -47.0% | +9.1% | -56.1% | -47.3% |
| 3M | -43.3% | +3.4% | -46.7% | -43.4% |
| 6M | -42.9% | +14.1% | -57.0% | -44.5% |
| YTD | +12.9% | +18.0% | -5.1% | +8.3% |
| 1Y | +18.2% | +30.1% | -12.0% | +9.6% |
| 3Y | +151.8% | +71.8% | +80.0% | +99.9% |
| All | +54.6% | +101.1% | -46.6% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling