+6,646.7%
CB vs AME
+12,595.4%
-5,948.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.5% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | -3.1% | -6.7% | +3.6% | -0.7% |
| 3M | +9.0% | +4.1% | +4.9% | +6.7% |
| 6M | +2.9% | +1.6% | +1.3% | +1.3% |
| YTD | +10.1% | +16.1% | -6.0% | +2.8% |
| 1Y | +22.8% | +27.3% | -4.5% | +10.3% |
| 3Y | +73.8% | +50.9% | +22.9% | +43.7% |
| 5Y | +99.2% | +81.4% | +17.8% | +52.4% |
| 10Y | +218.2% | +417.0% | -198.7% | +64.4% |
| All | +6,646.7% | +12,595.4% | -5,948.8% | +1,457.0% |
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 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