+22.8%
CB vs AU
+73.4%
-50.6%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.1% |
| 7D | -2.8% | -7.0% | +4.2% | -3.0% |
| 30D | -2.4% | +7.3% | -9.7% | -2.0% |
| 3M | +2.8% | +33.2% | -30.4% | +4.1% |
| 6M | +4.8% | -0.6% | +5.4% | +5.4% |
| YTD | +9.2% | +26.2% | -17.0% | +11.1% |
| 1Y | +22.8% | +68.3% | -45.5% | +27.2% |
| All | +22.8% | +73.4% | -50.6% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling