+7,131.2%
CB vs AIG
-47.5%
+7,178.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.2% | -0.8% |
| 7D | +0.2% | -5.1% | +5.3% | +1.5% |
| 30D | +9.1% | +2.8% | +6.3% | +8.4% |
| 3M | +3.4% | -2.1% | +5.5% | +4.0% |
| 6M | +14.1% | +1.4% | +12.7% | +13.8% |
| YTD | +18.0% | -7.4% | +25.4% | +20.1% |
| 1Y | +30.1% | +4.4% | +25.7% | +28.5% |
| 3Y | +71.8% | +30.0% | +41.8% | +61.0% |
| 5Y | +101.8% | +47.9% | +54.0% | +82.9% |
| 10Y | +252.1% | +74.4% | +177.8% | +198.5% |
| All | +7,131.2% | -47.5% | +7,178.7% | +7,723.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling