+219.2%
CB vs AIG
+65.5%
+153.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.8% | -2.4% | -0.4% | -1.6% |
| 30D | -2.4% | -2.9% | +0.5% | -0.9% |
| 3M | +2.8% | +0.8% | +2.0% | +2.4% |
| 6M | +4.8% | -2.7% | +7.4% | +6.0% |
| YTD | +9.2% | -11.2% | +20.4% | +15.4% |
| 1Y | +22.8% | -1.5% | +24.3% | +22.7% |
| 3Y | +71.1% | +34.4% | +36.8% | +45.2% |
| 5Y | +101.0% | +54.4% | +46.6% | +56.0% |
| All | +219.2% | +65.5% | +153.7% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling