+7,131.2%
CB vs AA
+205.4%
+6,925.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.4% |
| 7D | +0.2% | +0.9% | -0.6% | 0.0% |
| 30D | +9.1% | -6.7% | +15.7% | +10.5% |
| 3M | +3.4% | -16.3% | +19.8% | +6.6% |
| 6M | +14.1% | -37.1% | +51.2% | +23.2% |
| YTD | +18.0% | -25.0% | +43.0% | +20.6% |
| 1Y | +30.1% | +8.6% | +21.6% | +21.9% |
| 3Y | +71.8% | +57.2% | +14.5% | +37.1% |
| 5Y | +101.8% | -13.0% | +114.9% | +70.1% |
| 10Y | +252.1% | +65.5% | +186.6% | +105.5% |
| All | +7,131.2% | +205.4% | +6,925.8% | +3,124.9% |
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