-24.7%
U vs CB
+242.6%
-267.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.6% |
| 7D | +36.6% | +0.2% | +36.3% | +36.5% |
| 30D | +13.3% | +9.1% | +4.3% | +12.9% |
| 3M | +26.2% | +3.4% | +22.8% | +25.9% |
| 6M | +88.7% | +14.1% | +74.7% | +87.3% |
| YTD | +16.6% | +18.0% | -1.4% | +15.0% |
| 1Y | +29.0% | +30.1% | -1.2% | +25.6% |
| 3Y | +99.5% | +71.8% | +27.7% | +84.9% |
| 5Y | -66.1% | +101.8% | -168.0% | -69.1% |
| All | -24.7% | +242.6% | -267.3% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling