+105.8%
V vs CB
+105.8%
0.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +6.3% | +7.4% | -1.1% | +2.6% |
| 3M | +17.2% | +8.6% | +8.5% | +12.4% |
| 6M | +29.2% | +16.1% | +13.1% | +19.6% |
| YTD | +20.8% | +20.2% | +0.6% | +9.5% |
| 1Y | +25.0% | +27.2% | -2.2% | +10.1% |
| 3Y | +75.3% | +72.7% | +2.6% | +30.2% |
| 5Y | +105.8% | +105.9% | -0.1% | +35.3% |
| All | +105.8% | +105.8% | 0.0% | +35.3% |
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