+7,262.2%
CB vs AME
+11,826.1%
-4,564.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.3% | +1.5% |
| 7D | +2.6% | -11.4% | +14.0% | +7.1% |
| 30D | +11.2% | -12.1% | +23.3% | +16.2% |
| 3M | +5.7% | -12.3% | +18.1% | +10.4% |
| 6M | +15.9% | -4.6% | +20.6% | +16.6% |
| YTD | +20.2% | +9.1% | +11.0% | +14.3% |
| 1Y | +32.4% | +13.3% | +19.1% | +24.0% |
| 3Y | +75.5% | +58.2% | +17.3% | +41.7% |
| 5Y | +105.5% | +63.4% | +42.1% | +62.8% |
| 10Y | +258.5% | +436.7% | -178.2% | +82.2% |
| All | +7,262.2% | +11,826.1% | -4,564.0% | +1,630.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling