+246.7%
CB vs AU
+817.3%
-570.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | -1.0% | +4.7% | -5.7% | -1.0% |
| 30D | +7.3% | -1.5% | +8.9% | +7.3% |
| 3M | +7.0% | -5.0% | +12.0% | +7.0% |
| 6M | +16.3% | -13.5% | +29.9% | +16.4% |
| YTD | +19.7% | +11.7% | +8.0% | +19.7% |
| 1Y | +27.8% | +21.3% | +6.5% | +27.7% |
| 3Y | +72.0% | +545.0% | -472.9% | +71.5% |
| 5Y | +104.9% | +412.0% | -307.1% | +103.3% |
| 10Y | +246.7% | +899.1% | -652.3% | +261.6% |
| All | +246.7% | +817.3% | -570.5% | +261.6% |
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