+97.4%
CB vs AIG
+53.5%
+43.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.4% |
| 7D | -0.6% | -1.6% | +1.0% | +0.2% |
| 30D | -3.9% | -5.2% | +1.3% | -1.1% |
| 3M | +4.9% | +1.5% | +3.5% | +4.2% |
| 6M | +3.3% | -3.9% | +7.2% | +5.3% |
| YTD | +8.5% | -11.6% | +20.1% | +15.3% |
| 1Y | +22.1% | -2.9% | +25.0% | +22.9% |
| 3Y | +70.1% | +33.7% | +36.4% | +43.1% |
| 5Y | +97.4% | +52.7% | +44.7% | +49.7% |
| All | +97.4% | +53.5% | +43.9% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling