+243.0%
CB vs AME
+465.0%
-222.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -2.3% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | +6.5% | -4.2% | +10.7% | +8.0% |
| 3M | +4.1% | -5.9% | +10.0% | +6.2% |
| 6M | +14.4% | +2.8% | +11.6% | +11.1% |
| YTD | +17.5% | +16.6% | +0.9% | +6.3% |
| 1Y | +27.5% | +22.1% | +5.4% | +12.5% |
| 3Y | +71.6% | +64.7% | +6.9% | +24.4% |
| 5Y | +100.6% | +76.6% | +24.0% | +37.4% |
| 10Y | +243.0% | +443.9% | -200.9% | +46.7% |
| All | +243.0% | +465.0% | -222.0% | +46.7% |
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