+248.2%
CB vs AME
+442.8%
-194.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.9% |
| 7D | +0.2% | -5.2% | +5.4% | +2.4% |
| 30D | +9.1% | -8.0% | +17.1% | +12.7% |
| 3M | +3.4% | -8.9% | +12.3% | +7.1% |
| 6M | +14.1% | -5.0% | +19.1% | +15.0% |
| YTD | +18.0% | +11.9% | +6.1% | +8.8% |
| 1Y | +30.1% | +16.6% | +13.5% | +17.3% |
| 3Y | +71.8% | +62.5% | +9.3% | +24.9% |
| 5Y | +101.8% | +67.6% | +34.2% | +41.9% |
| All | +248.2% | +442.8% | -194.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling