+251.7%
CB vs AA
+42.1%
+209.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.3% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | +7.3% | -0.6% | +7.9% | +7.2% |
| 3M | +9.4% | -19.7% | +29.1% | +12.0% |
| 6M | +19.6% | -41.6% | +61.2% | +26.5% |
| YTD | +21.5% | -24.6% | +46.1% | +22.7% |
| 1Y | +28.0% | +4.9% | +23.1% | +23.1% |
| 3Y | +74.9% | +66.8% | +8.0% | +48.6% |
| 5Y | +108.1% | -19.4% | +127.6% | +89.0% |
| All | +251.7% | +42.1% | +209.5% | +118.7% |
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