+6,646.7%
CB vs AA
+285.0%
+6,361.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.5% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | -3.1% | +5.0% | -8.1% | -4.4% |
| 3M | +9.0% | -35.8% | +44.8% | +18.1% |
| 6M | +2.9% | -18.4% | +21.2% | +4.7% |
| YTD | +10.1% | -5.5% | +15.6% | +7.6% |
| 1Y | +22.8% | +61.0% | -38.2% | +5.2% |
| 3Y | +73.8% | +66.2% | +7.6% | +37.4% |
| 5Y | +99.2% | +11.4% | +87.8% | +57.9% |
| 10Y | +218.2% | +116.9% | +101.3% | +74.8% |
| All | +6,646.7% | +285.0% | +6,361.7% | +2,775.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling