+72.4%
TER vs CB
+102.8%
-30.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.2% | +12.7% |
| 7D | -5.8% | -1.5% | -4.3% | -5.7% |
| 30D | -38.9% | +6.5% | -45.4% | -39.1% |
| 3M | -35.1% | +4.1% | -39.2% | -35.3% |
| 6M | -31.6% | +14.4% | -46.0% | -33.7% |
| YTD | +27.2% | +17.5% | +9.7% | +22.1% |
| 1Y | +35.2% | +27.5% | +7.7% | +26.2% |
| 3Y | +192.8% | +71.6% | +121.2% | +132.1% |
| 5Y | +72.4% | +100.6% | -28.2% | +22.0% |
| All | +72.4% | +102.8% | -30.4% | +22.0% |
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