+76.6%
CB vs AME
+50.7%
+25.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | -3.1% | -6.7% | +3.6% | -2.3% |
| 3M | +9.0% | +4.1% | +4.9% | +8.1% |
| 6M | +2.9% | +1.6% | +1.3% | +2.3% |
| YTD | +10.1% | +16.1% | -6.0% | +6.8% |
| 1Y | +22.8% | +27.3% | -4.5% | +16.8% |
| All | +76.6% | +50.7% | +25.9% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling