-39.0%
U vs CB
+219.6%
-258.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -3.8% | +0.5% | -4.3% | -3.8% |
| 30D | +17.5% | -3.1% | +20.6% | +17.6% |
| 3M | +38.7% | +9.0% | +29.8% | +38.0% |
| 6M | +104.4% | +2.9% | +101.6% | +104.0% |
| YTD | -5.7% | +10.1% | -15.8% | -6.7% |
| 1Y | +3.7% | +22.8% | -19.1% | +1.1% |
| 3Y | +12.3% | +73.8% | -61.5% | +2.7% |
| 5Y | -68.8% | +99.2% | -168.0% | -71.2% |
| All | -39.0% | +219.6% | -258.7% | -37.1% |
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