+29.3%
V vs CB
+34.9%
-5.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.8% | +2.9% |
| 7D | +9.0% | +5.3% | +3.7% | +6.7% |
| 30D | +18.1% | +13.2% | +4.9% | +12.2% |
| 3M | +18.3% | +7.8% | +10.6% | +14.7% |
| 6M | +34.1% | +15.8% | +18.3% | +26.1% |
| YTD | +25.2% | +21.0% | +4.3% | +14.4% |
| 1Y | +29.3% | +32.2% | -2.9% | +11.7% |
| All | +29.3% | +34.9% | -5.5% | +11.7% |
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