+547.7%
CB vs AMCR
+103.0%
+444.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | -1.0% | -8.5% | +7.4% | +1.4% |
| 30D | +7.3% | +6.8% | +0.6% | +5.3% |
| 3M | +7.0% | -5.0% | +12.0% | +8.3% |
| 6M | +16.3% | +13.9% | +2.5% | +11.4% |
| YTD | +19.7% | +11.2% | +8.5% | +14.5% |
| 1Y | +27.8% | +11.3% | +16.5% | +22.1% |
| 3Y | +72.0% | +15.4% | +56.6% | +59.7% |
| 5Y | +104.9% | -7.7% | +112.6% | +102.4% |
| 10Y | +246.7% | +20.2% | +226.5% | +202.5% |
| All | +547.7% | +103.0% | +444.7% | +460.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling