+7,212.2%
CB vs AEM
+5,319.8%
+1,892.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.7% | +1.7% |
| 7D | +0.7% | +13.9% | -13.2% | +0.2% |
| 30D | +8.2% | +0.8% | +7.4% | +8.1% |
| 3M | +6.3% | +5.8% | +0.5% | +5.9% |
| 6M | +16.2% | -1.0% | +17.1% | +15.9% |
| YTD | +19.3% | +13.1% | +6.3% | +18.2% |
| 1Y | +29.2% | +14.4% | +14.8% | +27.9% |
| 3Y | +71.4% | +325.7% | -254.3% | +60.4% |
| 5Y | +104.2% | +273.7% | -169.5% | +91.0% |
| 10Y | +246.7% | +390.1% | -143.5% | +216.2% |
| All | +7,212.2% | +5,319.8% | +1,892.4% | +5,981.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling