+218.3%
CB vs AIG
+65.5%
+152.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -0.5% | -1.4% | +0.9% | +0.2% |
| 30D | -3.1% | -3.3% | +0.3% | -1.4% |
| 3M | +4.2% | +2.2% | +2.0% | +3.1% |
| 6M | +4.7% | -2.1% | +6.8% | +5.6% |
| YTD | +8.8% | -11.2% | +20.0% | +15.0% |
| 1Y | +22.6% | -2.1% | +24.7% | +22.9% |
| 3Y | +70.6% | +34.4% | +36.3% | +44.7% |
| 5Y | +99.4% | +53.7% | +45.7% | +55.1% |
| All | +218.3% | +65.5% | +152.8% | +116.2% |
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