+22.6%
CB vs AEM
+31.8%
-9.2%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -0.5% | +3.0% | -3.5% | -0.3% |
| 30D | -3.1% | +12.5% | -15.6% | -2.1% |
| 3M | +4.2% | +26.9% | -22.8% | +6.6% |
| 6M | +4.7% | -9.4% | +14.2% | +5.5% |
| YTD | +8.8% | +20.3% | -11.4% | +12.2% |
| 1Y | +22.6% | +33.8% | -11.2% | +27.0% |
| All | +22.6% | +31.8% | -9.2% | +27.0% |
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