-68.8%
AAOX vs CPB
+5.1%
-73.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.4% | +13.9% | +4.8% |
| 7D | -2.5% | -8.6% | +6.1% | -16.3% |
| 30D | -41.1% | -7.2% | -33.9% | -46.6% |
| 3M | -84.7% | +0.9% | -85.6% | -81.0% |
| All | -68.8% | +5.1% | -73.9% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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 · Available span rolling