+53.9%
CB vs AHR
+408.0%
-354.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.4% |
| 7D | +0.7% | +8.1% | -7.4% | -0.7% |
| 30D | +8.2% | +16.9% | -8.7% | +5.3% |
| 3M | +6.3% | +7.6% | -1.3% | +4.8% |
| 6M | +16.2% | +16.0% | +0.2% | +13.0% |
| YTD | +19.3% | +28.1% | -8.8% | +14.2% |
| 1Y | +29.2% | +22.8% | +6.4% | +24.4% |
| All | +53.9% | +408.0% | -354.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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