+71.6%
AMAT vs CPB
-24.4%
+96.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -4.2% |
| 7D | +19.3% | -5.8% | +25.1% | +15.4% |
| 30D | -17.9% | +16.5% | -34.4% | -10.0% |
| 3M | -30.4% | -1.1% | -29.3% | -29.3% |
| 6M | -11.4% | +11.5% | -22.9% | -3.4% |
| YTD | +48.8% | -15.7% | +64.5% | +47.5% |
| All | +71.6% | -24.4% | +96.0% | +62.3% |
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