+216.8%
CB vs AEM
+333.3%
-116.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.4% |
| 7D | -0.6% | +4.3% | -5.0% | -0.7% |
| 30D | -3.9% | +13.1% | -17.0% | -4.1% |
| 3M | +4.9% | +24.8% | -19.9% | +4.4% |
| 6M | +3.3% | -8.2% | +11.5% | +3.5% |
| YTD | +8.5% | +19.8% | -11.3% | +7.8% |
| 1Y | +22.1% | +32.1% | -10.0% | +20.7% |
| 3Y | +70.1% | +348.2% | -278.1% | +61.4% |
| 5Y | +97.4% | +297.5% | -200.1% | +87.0% |
| 10Y | +216.8% | +343.3% | -126.5% | +202.3% |
| All | +216.8% | +333.3% | -116.5% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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