+105.5%
V vs CB
+102.8%
+2.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.8% | -1.5% | +0.7% | 0.0% |
| 30D | +9.5% | +6.5% | +3.0% | +6.2% |
| 3M | +16.7% | +4.1% | +12.6% | +14.4% |
| 6M | +32.9% | +14.4% | +18.5% | +24.0% |
| YTD | +21.1% | +17.5% | +3.6% | +11.0% |
| 1Y | +26.6% | +27.5% | -0.9% | +11.3% |
| 3Y | +78.4% | +71.6% | +6.8% | +32.8% |
| 5Y | +105.5% | +100.6% | +4.8% | +37.0% |
| All | +105.5% | +102.8% | +2.6% | +37.0% |
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