-69.4%
U vs CB
+99.7%
-169.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | -3.8% | +0.5% | -4.3% | -3.9% |
| 30D | +17.5% | -3.1% | +20.6% | +18.0% |
| 3M | +38.7% | +9.0% | +29.8% | +36.4% |
| 6M | +104.4% | +2.9% | +101.6% | +102.8% |
| YTD | -5.7% | +10.1% | -15.8% | -8.2% |
| 1Y | +3.7% | +22.8% | -19.1% | -2.5% |
| 3Y | +12.3% | +73.8% | -61.5% | -11.0% |
| All | -69.4% | +99.7% | -169.1% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling