+107.8%
CB vs AA
-17.9%
+125.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.1% |
| 7D | +2.9% | +0.5% | +2.4% | +2.9% |
| 30D | +7.3% | -0.6% | +7.9% | +7.3% |
| 3M | +9.4% | -19.7% | +29.1% | +10.3% |
| 6M | +19.6% | -41.6% | +61.2% | +22.2% |
| YTD | +21.5% | -24.6% | +46.1% | +21.4% |
| 1Y | +28.0% | +4.9% | +23.1% | +24.8% |
| 3Y | +74.9% | +66.8% | +8.0% | +58.5% |
| All | +107.8% | -17.9% | +125.7% | +86.7% |
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 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