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  • AMCR vs CPB✓SelectedUSD · CPBAMCR vs CPB performance historyLatest closeAs of-0.20%09/04
Stock and ETF performance explorer

AMCR vs CPB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+106.4%
CPB return
-0.8%
Excess return
+107.3%
Maximum drawdown
-48.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-07.

Portfolio and benchmark returns by period
PeriodPortfolioCPBExcessAlpha
1D-0.2%-3.4%+3.2%+0.3%
7D-1.9%-8.6%+6.7%-0.6%
30D-4.1%-7.2%+3.2%-3.1%
3M+21.7%+0.9%+20.8%+21.5%
6M+1.5%-11.8%+13.3%+3.0%
YTD+13.1%-19.4%+32.5%+16.1%
1Y+16.5%-30.4%+46.9%+21.6%
3Y+10.3%-40.2%+50.4%+16.7%
5Y-7.7%-39.5%+31.8%-2.0%
10Y+24.6%-47.4%+72.0%+31.5%
All+106.4%-0.8%+107.3%+122.8%

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 1990-01-01 to 2026-09-07: 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…

1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling