+27.2%
CB vs AA
+9.4%
+17.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | +0.1% |
| 7D | -1.5% | +4.8% | -6.3% | -1.0% |
| 30D | +6.5% | -0.6% | +7.2% | +6.5% |
| 3M | +4.1% | -16.3% | +20.3% | +2.4% |
| 6M | +14.4% | -33.4% | +47.8% | +10.9% |
| YTD | +17.5% | -20.7% | +38.2% | +14.8% |
| All | +27.2% | +9.4% | +17.9% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling