+6,646.7%
CB vs AEM
+5,725.9%
+920.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.9% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | -3.1% | +24.0% | -27.1% | -3.9% |
| 3M | +9.0% | +16.1% | -7.1% | +8.2% |
| 6M | +2.9% | -11.6% | +14.5% | +3.1% |
| YTD | +10.1% | +21.5% | -11.4% | +8.9% |
| 1Y | +22.8% | +39.2% | -16.4% | +20.6% |
| 3Y | +73.8% | +347.4% | -273.6% | +62.4% |
| 5Y | +99.2% | +290.1% | -191.0% | +86.1% |
| 10Y | +218.2% | +357.8% | -139.6% | +191.2% |
| All | +6,646.7% | +5,725.9% | +920.8% | +5,501.2% |
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