+223.5%
CB vs AU
+684.1%
-460.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.3% |
| 7D | -0.5% | +0.6% | -1.2% | -0.5% |
| 30D | -3.1% | +12.3% | -15.4% | -3.1% |
| 3M | +4.2% | +29.4% | -25.2% | +4.2% |
| 6M | +4.7% | +3.2% | +1.5% | +4.8% |
| YTD | +8.8% | +31.8% | -23.0% | +8.8% |
| 1Y | +22.6% | +83.4% | -60.8% | +22.3% |
| 3Y | +70.6% | +623.1% | -552.5% | +69.7% |
| 5Y | +99.4% | +700.5% | -601.1% | +97.9% |
| 10Y | +223.5% | +717.6% | -494.1% | +242.4% |
| All | +223.5% | +684.1% | -460.6% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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