+162.4%
CB vs ACHR
-53.6%
+216.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.6% | +1.6% |
| 7D | +0.7% | +14.0% | -13.3% | +0.7% |
| 30D | +8.2% | -5.0% | +13.2% | +8.2% |
| 3M | +6.3% | -24.8% | +31.1% | +6.3% |
| 6M | +16.2% | -27.3% | +43.5% | +16.3% |
| YTD | +19.3% | -37.4% | +56.7% | +19.5% |
| 1Y | +29.2% | -44.3% | +73.5% | +29.5% |
| 3Y | +71.4% | -5.2% | +76.7% | +69.8% |
| 5Y | +104.2% | -20.8% | +125.1% | +100.5% |
| All | +162.4% | -53.6% | +216.0% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling