+86.4%
U vs CB
+73.2%
+13.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -1.8% |
| 7D | +24.4% | +0.7% | +23.7% | +24.6% |
| 30D | +7.4% | +8.2% | -0.8% | +9.3% |
| 3M | +16.8% | +6.3% | +10.5% | +18.4% |
| 6M | +78.8% | +16.2% | +62.6% | +85.0% |
| YTD | +14.0% | +19.3% | -5.4% | +18.2% |
| 1Y | +16.7% | +29.2% | -12.5% | +21.3% |
| 3Y | +86.4% | +71.4% | +14.9% | +137.2% |
| All | +86.4% | +73.2% | +13.2% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling