+71.7%
TER vs CB
+107.6%
-35.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.4% |
| 7D | +14.4% | +2.9% | +11.4% | +14.3% |
| 30D | -30.6% | +7.3% | -37.9% | -30.8% |
| 3M | -39.2% | +9.4% | -48.6% | -39.5% |
| 6M | -31.3% | +19.6% | -50.9% | -33.6% |
| YTD | +29.1% | +21.5% | +7.6% | +23.8% |
| 1Y | +47.4% | +28.0% | +19.4% | +38.9% |
| 3Y | +191.2% | +74.9% | +116.4% | +132.5% |
| All | +71.7% | +107.6% | -35.9% | +21.3% |
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