+71.6%
CB vs AU
+532.9%
-461.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.9% | -7.3% | -0.4% |
| 7D | -1.5% | +20.8% | -22.3% | -1.4% |
| 30D | +6.5% | +5.5% | +1.0% | +6.5% |
| 3M | +4.1% | +3.9% | +0.1% | +4.1% |
| 6M | +14.4% | -5.4% | +19.8% | +14.7% |
| YTD | +17.5% | +20.7% | -3.2% | +17.3% |
| 1Y | +27.5% | +49.8% | -22.3% | +26.7% |
| 3Y | +71.6% | +565.6% | -494.0% | +73.8% |
| All | +71.6% | +532.9% | -461.3% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling