+16.5%
AMCR vs CPB
-45.5%
+61.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.5% |
| 7D | -5.0% | -5.4% | +0.4% | -4.0% |
| 30D | -8.0% | -7.8% | -0.1% | -6.7% |
| 3M | +14.3% | -6.9% | +21.2% | +15.6% |
| 6M | +5.3% | -12.2% | +17.5% | +7.5% |
| YTD | +7.7% | -21.1% | +28.8% | +11.9% |
| 1Y | +10.8% | -33.5% | +44.4% | +18.2% |
| 3Y | +9.6% | -43.2% | +52.8% | +19.1% |
| 5Y | -10.2% | -40.9% | +30.7% | -2.7% |
| All | +16.5% | -45.5% | +61.9% | +24.2% |
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