+1,738.9%
CB vs AU
+617.7%
+1,121.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +0.6% |
| 7D | 0.0% | -1.1% | +1.1% | 0.0% |
| 30D | +7.4% | -4.4% | +11.8% | +7.5% |
| 3M | +8.6% | -10.0% | +18.6% | +9.0% |
| 6M | +16.1% | -14.5% | +30.6% | +16.5% |
| YTD | +20.2% | +6.4% | +13.8% | +18.5% |
| 1Y | +27.2% | +7.7% | +19.5% | +25.2% |
| 3Y | +72.7% | +514.1% | -441.4% | +51.0% |
| 5Y | +105.9% | +386.5% | -280.6% | +80.0% |
| 10Y | +248.1% | +851.3% | -603.2% | +176.2% |
| All | +1,738.9% | +617.7% | +1,121.2% | +1,352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling