+139.3%
CB vs ACHR
-45.8%
+185.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.7% | +6.0% | +0.3% |
| 7D | -0.5% | -2.7% | +2.1% | -0.5% |
| 30D | -3.1% | -12.1% | +9.1% | -3.1% |
| 3M | +4.2% | +3.4% | +0.8% | +4.2% |
| 6M | +4.7% | -15.6% | +20.4% | +4.8% |
| YTD | +8.8% | -26.9% | +35.7% | +9.0% |
| 1Y | +22.6% | -34.8% | +57.4% | +22.8% |
| 3Y | +70.6% | -19.2% | +89.9% | +69.6% |
| 5Y | +99.4% | -43.8% | +143.2% | +98.7% |
| All | +139.3% | -45.8% | +185.1% | +130.5% |
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