+535.6%
CB vs AMCR
+106.4%
+429.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -1.5% | -7.9% | +6.4% | +0.7% |
| 30D | +6.5% | +8.2% | -1.7% | +4.1% |
| 3M | +4.1% | -4.3% | +8.4% | +5.1% |
| 6M | +14.4% | +16.6% | -2.2% | +8.8% |
| YTD | +17.5% | +13.1% | +4.4% | +11.8% |
| 1Y | +27.5% | +14.4% | +13.1% | +20.9% |
| 3Y | +71.6% | +18.4% | +53.2% | +58.1% |
| 5Y | +100.6% | -5.8% | +106.4% | +97.1% |
| 10Y | +243.0% | +22.3% | +220.7% | +197.9% |
| All | +535.6% | +106.4% | +429.2% | +447.6% |
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