+55.0%
CB vs AHR
+401.6%
-346.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | 0.0% | +4.6% | -4.6% | -0.8% |
| 30D | +7.4% | +11.6% | -4.2% | +5.3% |
| 3M | +8.6% | +12.0% | -3.4% | +6.4% |
| 6M | +16.1% | +15.0% | +1.1% | +13.2% |
| YTD | +20.2% | +26.5% | -6.3% | +15.3% |
| 1Y | +27.2% | +25.0% | +2.2% | +22.1% |
| All | +55.0% | +401.6% | -346.6% | +31.2% |
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