+97.4%
CB vs AMCR
-9.8%
+107.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.0% |
| 7D | -0.6% | -1.8% | +1.2% | -0.2% |
| 30D | -3.9% | -6.0% | +2.1% | -2.4% |
| 3M | +4.9% | +18.9% | -14.0% | -0.3% |
| 6M | +3.3% | +5.7% | -2.4% | +1.1% |
| YTD | +8.5% | +11.1% | -2.6% | +4.1% |
| 1Y | +22.1% | +12.7% | +9.3% | +16.3% |
| 3Y | +70.1% | +9.6% | +60.5% | +59.0% |
| 5Y | +97.4% | -10.3% | +107.7% | +95.7% |
| All | +97.4% | -9.8% | +107.2% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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