+247.9%
CB vs AA
+44.7%
+203.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | 0.0% | +5.3% | -5.2% | -0.7% |
| 30D | +7.4% | -2.3% | +9.6% | +7.5% |
| 3M | +8.6% | -20.8% | +29.4% | +11.4% |
| 6M | +16.1% | -39.8% | +56.0% | +22.3% |
| YTD | +20.2% | -23.3% | +43.5% | +21.2% |
| 1Y | +27.2% | +1.8% | +25.4% | +22.9% |
| 3Y | +72.7% | +69.5% | +3.1% | +46.4% |
| 5Y | +105.9% | -18.0% | +123.9% | +86.6% |
| All | +247.9% | +44.7% | +203.3% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling