+251.7%
CB vs AME
+444.5%
-192.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | +2.9% | +5.9% | -2.9% | +0.2% |
| 30D | +7.3% | -1.9% | +9.2% | +7.7% |
| 3M | +9.4% | -5.4% | +14.8% | +11.3% |
| 6M | +19.6% | +4.9% | +14.7% | +15.1% |
| YTD | +21.5% | +18.5% | +3.0% | +9.1% |
| 1Y | +28.0% | +25.5% | +2.5% | +11.4% |
| 3Y | +74.9% | +63.0% | +11.8% | +27.7% |
| 5Y | +108.1% | +78.3% | +29.8% | +42.0% |
| All | +251.7% | +444.5% | -192.8% | +49.0% |
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