+19.8%
U vs CB
+29.2%
-9.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.2% |
| 7D | +16.9% | -1.0% | +18.0% | +16.4% |
| 30D | +6.4% | +7.3% | -1.0% | +11.5% |
| 3M | +13.2% | +7.0% | +6.2% | +17.9% |
| 6M | +84.8% | +16.3% | +68.4% | +108.7% |
| YTD | +12.4% | +19.7% | -7.3% | +30.5% |
| 1Y | +19.8% | +27.8% | -8.0% | +46.3% |
| All | +19.8% | +29.2% | -9.5% | +46.3% |
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 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