+103.2%
CB vs AA
-15.4%
+118.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -1.9% |
| 7D | +0.2% | +0.9% | -0.6% | +0.2% |
| 30D | +9.1% | -6.7% | +15.7% | +9.3% |
| 3M | +3.4% | -16.3% | +19.8% | +4.0% |
| 6M | +14.1% | -37.1% | +51.2% | +16.0% |
| YTD | +18.0% | -25.0% | +43.0% | +18.0% |
| 1Y | +30.1% | +8.6% | +21.6% | +26.6% |
| 3Y | +71.8% | +57.2% | +14.5% | +57.0% |
| All | +103.2% | -15.4% | +118.6% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling