+495.6%
CB vs AMCR
+100.2%
+395.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.5% | -1.9% | +2.4% | +1.0% |
| 30D | -3.1% | -4.1% | +1.0% | -2.0% |
| 3M | +9.0% | +21.7% | -12.7% | +2.7% |
| 6M | +2.9% | +1.5% | +1.4% | +1.5% |
| YTD | +10.1% | +13.1% | -3.0% | +4.9% |
| 1Y | +22.8% | +13.0% | +9.8% | +16.8% |
| 3Y | +73.8% | +6.9% | +66.9% | +65.3% |
| 5Y | +99.2% | -10.5% | +109.6% | +98.8% |
| 10Y | +218.2% | +20.9% | +197.3% | +179.4% |
| All | +495.6% | +100.2% | +395.4% | +418.6% |
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