+1,584.6%
CB vs AU
+793.6%
+791.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | +0.5% | -3.6% | +4.1% | +0.7% |
| 30D | -3.1% | +23.9% | -27.0% | -4.4% |
| 3M | +9.0% | +19.1% | -10.1% | +7.6% |
| 6M | +2.9% | -0.2% | +3.0% | +2.3% |
| YTD | +10.1% | +32.5% | -22.4% | +7.4% |
| 1Y | +22.8% | +96.9% | -74.2% | +16.6% |
| 3Y | +73.8% | +614.7% | -540.9% | +50.8% |
| 5Y | +99.2% | +647.7% | -548.5% | +69.8% |
| 10Y | +218.2% | +679.2% | -461.0% | +158.3% |
| All | +1,584.6% | +793.6% | +791.0% | +1,217.0% |
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