+1,321.9%
AMAT vs CPB
-38.9%
+1,360.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -2.6% |
| 7D | +11.4% | -1.6% | +12.9% | +11.3% |
| 30D | -17.0% | +19.2% | -36.3% | -16.5% |
| 3M | -30.6% | -0.9% | -29.7% | -30.3% |
| 6M | -14.9% | +15.2% | -30.2% | -14.8% |
| YTD | +44.7% | -13.1% | +57.8% | +46.3% |
| 1Y | +66.9% | -22.4% | +89.3% | +69.8% |
| 3Y | +153.3% | -35.3% | +188.6% | +157.6% |
| 5Y | +146.2% | -33.0% | +179.2% | +145.2% |
| All | +1,321.9% | -38.9% | +1,360.8% | +1,297.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling