+7,236.4%
CB vs AIG
-44.1%
+7,280.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.0% | +1.4% | -2.4% | -1.4% |
| 30D | +7.3% | +6.6% | +0.7% | +5.7% |
| 3M | +7.0% | +7.9% | -0.9% | +5.1% |
| 6M | +16.3% | +10.4% | +6.0% | +13.7% |
| YTD | +19.7% | -1.3% | +21.0% | +20.0% |
| 1Y | +27.8% | +11.5% | +16.3% | +24.3% |
| 3Y | +72.0% | +38.8% | +33.2% | +58.6% |
| 5Y | +104.9% | +57.8% | +47.0% | +82.7% |
| 10Y | +246.7% | +68.4% | +178.3% | +195.2% |
| All | +7,236.4% | -44.1% | +7,280.5% | +7,715.8% |
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