+6,646.7%
CB vs AIG
-48.9%
+6,695.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +0.5% | -0.9% | +1.4% | +0.7% |
| 30D | -3.1% | -4.9% | +1.8% | -1.9% |
| 3M | +9.0% | +4.5% | +4.5% | +7.9% |
| 6M | +2.9% | -1.4% | +4.3% | +3.2% |
| YTD | +10.1% | -9.8% | +19.9% | +12.8% |
| 1Y | +22.8% | -4.5% | +27.3% | +23.9% |
| 3Y | +73.8% | +37.4% | +36.3% | +60.8% |
| 5Y | +99.2% | +55.0% | +44.2% | +78.5% |
| 10Y | +218.2% | +63.7% | +154.6% | +173.4% |
| All | +6,646.7% | -48.9% | +6,695.6% | +7,246.8% |
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