+19.2%
U vs CB
+28.5%
-9.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.4% |
| 7D | +32.3% | -1.5% | +33.8% | +31.0% |
| 30D | +9.7% | +6.5% | +3.2% | +14.4% |
| 3M | +19.6% | +4.1% | +15.5% | +22.3% |
| 6M | +82.6% | +14.4% | +68.2% | +104.6% |
| YTD | +16.4% | +17.5% | -1.1% | +33.9% |
| All | +19.2% | +28.5% | -9.2% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling