+12.3%
CB vs AAOX
-92.4%
+104.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.9% | -9.4% | -0.2% |
| 7D | -1.5% | -35.9% | +34.4% | -2.3% |
| 30D | +6.5% | -81.6% | +88.1% | +2.9% |
| 3M | +4.1% | -90.3% | +94.4% | -0.2% |
| 6M | +14.4% | -95.7% | +110.1% | +9.9% |
| All | +12.3% | -92.4% | +104.7% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 3y: compounded portfolio wealth divided by compounded AAOX 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…
3y analysis · Full analysis span regression · 6 months rolling