+27.2%
CB vs AEM
+6.8%
+20.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.4% | +0.2% |
| 7D | 0.0% | -5.6% | +5.7% | -0.3% |
| 30D | +7.4% | -3.9% | +11.3% | +7.1% |
| 3M | +8.6% | -3.4% | +12.0% | +8.6% |
| 6M | +16.1% | -9.0% | +25.2% | +17.0% |
| YTD | +20.2% | +5.9% | +14.3% | +21.7% |
| 1Y | +27.2% | +4.0% | +23.2% | +28.7% |
| All | +27.2% | +6.8% | +20.4% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling