+5,776.6%
TER vs CB
+7,167.0%
-1,390.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.7% | -14.6% | -15.0% |
| 7D | -28.2% | +2.6% | -30.8% | -29.0% |
| 30D | -50.6% | +11.2% | -61.8% | -52.9% |
| 3M | -45.3% | +5.7% | -51.1% | -47.1% |
| 6M | -40.4% | +15.9% | -56.3% | -45.5% |
| YTD | +10.0% | +20.2% | -10.1% | -1.4% |
| 1Y | +13.6% | +32.4% | -18.8% | -2.6% |
| 3Y | +145.2% | +75.5% | +69.7% | +81.9% |
| 5Y | +50.4% | +105.5% | -55.1% | +3.2% |
| 10Y | +882.9% | +258.5% | +624.4% | +412.4% |
| All | +5,776.6% | +7,167.0% | -1,390.4% | +1,033.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling