-8.4%
U vs CB
+24.3%
-32.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -2.1% |
| 7D | -3.8% | +0.5% | -4.3% | -3.6% |
| 30D | +17.5% | -3.1% | +20.6% | +15.0% |
| 3M | +38.7% | +9.0% | +29.8% | +49.0% |
| 6M | +104.4% | +2.9% | +101.6% | +110.9% |
| YTD | -5.7% | +10.1% | -15.8% | +2.2% |
| All | -8.4% | +24.3% | -32.7% | +3.4% |
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