+246.7%
CB vs AIG
+72.2%
+174.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | -0.2% |
| 7D | +0.7% | +2.2% | -1.5% | -0.5% |
| 30D | +8.2% | +6.9% | +1.3% | +4.5% |
| 3M | +6.3% | +6.8% | -0.5% | +2.7% |
| 6M | +16.2% | +9.2% | +6.9% | +11.0% |
| YTD | +19.3% | -1.9% | +21.3% | +19.8% |
| 1Y | +29.2% | +9.7% | +19.6% | +22.3% |
| 3Y | +71.4% | +37.9% | +33.5% | +43.4% |
| 5Y | +104.2% | +56.8% | +47.4% | +57.1% |
| 10Y | +246.7% | +67.6% | +179.0% | +133.3% |
| All | +246.7% | +72.2% | +174.4% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling