+2,926.4%
V vs CB
+764.5%
+2,161.9%
-51.9%
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% | 0.0% |
| 7D | -1.7% | +0.5% | -2.2% | -2.0% |
| 30D | +2.0% | -3.1% | +5.1% | +3.6% |
| 3M | +17.4% | +9.0% | +8.4% | +12.1% |
| 6M | +17.5% | +2.9% | +14.6% | +15.4% |
| YTD | +7.6% | +10.1% | -2.5% | +1.9% |
| 1Y | +7.7% | +22.8% | -15.1% | -3.6% |
| 3Y | +54.7% | +73.8% | -19.1% | +15.0% |
| 5Y | +73.0% | +99.2% | -26.1% | +18.6% |
| 10Y | +390.9% | +218.2% | +172.6% | +153.9% |
| All | +2,926.4% | +764.5% | +2,161.9% | +788.0% |
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 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