+7,131.2%
CB vs AME
+12,129.9%
-4,998.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.7% |
| 7D | +0.2% | -5.2% | +5.4% | +2.0% |
| 30D | +9.1% | -8.0% | +17.1% | +12.1% |
| 3M | +3.4% | -8.9% | +12.3% | +6.4% |
| 6M | +14.1% | -5.0% | +19.1% | +15.0% |
| YTD | +18.0% | +11.9% | +6.1% | +11.2% |
| 1Y | +30.1% | +16.6% | +13.5% | +20.5% |
| 3Y | +71.8% | +62.5% | +9.3% | +37.3% |
| 5Y | +101.8% | +67.6% | +34.2% | +58.4% |
| 10Y | +252.1% | +450.4% | -198.2% | +77.3% |
| All | +7,131.2% | +12,129.9% | -4,998.7% | +1,583.1% |
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