+188.9%
AMAT vs CPB
-32.6%
+221.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +2.7% |
| 7D | -1.5% | -8.6% | +7.1% | -5.4% |
| 30D | -14.8% | -7.2% | -7.6% | -17.4% |
| 3M | -9.3% | +0.9% | -10.2% | -7.4% |
| 6M | +27.4% | -11.8% | +39.2% | +24.5% |
| YTD | +77.6% | -19.4% | +97.0% | +70.8% |
| 1Y | +188.9% | -30.4% | +219.3% | +178.3% |
| All | +188.9% | -32.6% | +221.6% | +178.3% |
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 · 6 months rolling