+202.8%
TER vs CB
+99.7%
+103.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +5.7% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | -8.3% | -3.1% | -5.2% | -8.0% |
| 3M | -12.2% | +9.0% | -21.2% | -15.0% |
| 6M | +17.1% | +2.9% | +14.2% | +15.2% |
| YTD | +84.7% | +10.1% | +74.6% | +77.4% |
| 1Y | +199.9% | +22.8% | +177.1% | +176.3% |
| 3Y | +232.8% | +73.8% | +159.0% | +148.9% |
| All | +202.8% | +99.7% | +103.1% | +106.6% |
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